A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
From MaRDI portal
Publication:368603
DOI10.1007/s10957-012-0227-yzbMath1272.90085MaRDI QIDQ368603
Nguyen Huy Chieu, Gue Myung Lee
Publication date: 23 September 2013
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-012-0227-y
error bounds; constraint qualifications; mathematical programs with equilibrium constraints; piecewise programming approach
90C30: Nonlinear programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
Related Items
Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC, A globally convergent regularized interior point method for constrained optimization, Duality for nonsmooth mathematical programming problems with equilibrium constraints, Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming, An augmented Lagrangian method for optimization problems with structured geometric constraints, On optimality conditions and duality for multiobjective optimization with equilibrium constraints, Relaxed constant positive linear dependence constraint qualification for disjunctive systems, Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators, New results on constraint qualifications for nonlinear extremum problems and extensions, Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property, Saddle point optimality criteria for mathematical programming problems with equilibrium constraints, Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators, On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints, R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization, Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications, Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints
Cites Work
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Second-order subdifferentials and convexity of real-valued functions
- Three modeling paradigms in mathematical programming
- Characterizing convexity of a function by its Fréchet and limiting second-order subdifferentials
- A relaxed constant positive linear dependence constraint qualification and applications
- Coderivative and monotonicity of continuous mappings
- Partial exact penalty for mathematical programs with equilibrium constraints
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Foundations of bilevel programming
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Characterization of strong stability for C-stationary points in MPCC
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- On Second-Order Subdifferentials and Their Applications
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- On relaxed constant rank regularity condition in mathematical programming
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- A Fritz John Approach to First Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- MPCC: Critical Point Theory
- Mathematical Programs with Equilibrium Constraints
