On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
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Publication:3682264
DOI10.1007/BF01586095zbMATH Open0566.90085MaRDI QIDQ3682264FDOQ3682264
Authors: Jerzy Kyparisis 
Publication date: 1985
Published in: Mathematical Programming (Search for Journal in Brave)
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- On enhanced KKT optimality conditions for smooth nonlinear optimization
- Normality and uniqueness of multipliers in isoperimetric control problems
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- Generalized envelope theorems: applications to dynamic programming
- Sensitivity analysis for non-linear programs with linear constraints
- The broken link between normality and regularity in the calculus of variations
- Second-order necessary conditions of the Kuhn-Tucker type under new constraint qualifications
- Strong metric subregularity of mappings in variational analysis and optimization
- The envelope theorem, Euler and Bellman equations, without differentiability
- Degeneracy in NLP and the development of results motivated by its presence
- Computing shadow prices with multiple Lagrange multipliers
- An efficient numerical technique for variable order time fractional nonlinear Klein-Gordon equation
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- Global and local convergence of a filter line search method for nonlinear programming
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Normality, controllability and properness in optimal control
- Characterizations of strict local minima and necessary conditions for weak sharp minima
- Stabilized SQP revisited
- Characterizations of solutions in geochemistry: existence, uniqueness, and precipitation diagram
- Strong stability of stationary solutions and Karush-Kuhn-Tucker points in nonlinear optimization
- On differentiability properties of player convex generalized Nash equilibrium problems
- Computing minimal state space recursive equilibrium in OLG models with stochastic production
- On constraint qualifications in nonsmooth optimization.
- The cone condition and nonsmoothness in linear generalized Nash games
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- Characterization of the robust isolated calmness for a class of conic programming problems
- Sufficient optimality conditions in bilevel programming
- Sensitivity and stability analysis for nonlinear programming
- On the use of augmented Lagrangians in the solution of generalized semi-infinite min-max problems
- On uniqueness of Lagrange multipliers in composite optimization
- Second-order conditions in c1, 1optimization with applications
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- Smoothness properties of a regularized gap function for quasi-variational inequalities
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- On LICQ and the uniqueness of Lagrange multipliers
- Solution differentiability for variational inequalities
- Dynamic flux balance analysis with nonlinear objective function
- Asymptotic analysis of stochastic programs
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