A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming

Cites work

Constraint Qualifications Revisited
Differential Stability in Nonlinear Programming

Cited in

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On generalized semi-infinite programming. (With comments and rejoinder).
Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
Strict convex regularizations, proximal points and augmented lagrangians
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
A robust sequential quadratic programming method
On saddle points in nonconvex semi-infinite programming
An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
On describing the solution sets of generalized Nash games with shared constraints
On differential stability in stochastic programming
Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
Boundedness of certain sets of Lagrange multipliers in vector optimization
Pseudonormality and a Lagrange multiplier theory for constrained optimization
Dynamic slope scaling procedure and Lagrangian relaxation with subproblem approximation
Relation between the constant rank and the relaxed constant rank constraint qualifications
Sensitivity analysis for variational inequalities and nonlinear complementarity problems
A nondegenerate fuzzy optimality condition for constrained optimization problems without qualification conditions
The generalized jacobian of the optimal solution in parametric optimization
On stability of solutions to parametric generalized affine variational inequalities
Geometry of optimality conditions and constraint qualifications: The convex case
Certification aspects of the fast gradient method for solving the dual of parametric convex programs
Directional differentiability of optimal solutions under Slater's condition
A global quadratic algorithm for solving a system of mixed equalities and inequalities
Bounded sets of Lagrange multipliers for vector optimization problems in infinite dimension
Existence of augmented Lagrange multipliers for semi-infinite programming problems
Constraint qualifications in nonsmooth multiobjective optimization
On constraint qualifications
First-order optimality conditions in generalized semi-infinite programming
Separation of sets, Lagrange multipliers, and totally regular extremum problems
Bilevel problems over polyhedra with extreme point optimal solutions
Bounded sets of KKT multipliers in vector optimization
Stability for linearly constrained optimization problems
A general equilibrium analysis of strategic arbitrage
On the classical necessary second-order optimality conditions
Quadratic convergence of a primal-dual interior point method for degenerate nonlinear optimization problems
A globally convergent trust region algorithm for optimization with general constraints and simple bounds.
On conditions to have bounded multipliers in locally lipschitz programming
Optimality conditions in smooth nonlinear programming
A parametrized variational inequality approach to track the solution set of a generalized Nash equilibrium problem
A modified SLP algorithm and its global convergence
Nonlinear optimization: Characterization of structural stability
Shadow prices in nonconvex mathematical programming
Existence and boundedness of the Kuhn-Tucker multipliers in nonsmooth multiobjective optimization
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
Second-order analysis of penalty function
Global and local convergence of a filter line search method for nonlinear programming
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
Strong stability of stationary solutions and Karush-Kuhn-Tucker points in nonlinear optimization
Karush-Kuhn-Tucker multiplier rules for efficient solutions of set-valued equilibrium problem with constraints
On an algorithm solving two-level programming problems with nonunique lower level solutions
First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
Feasible direction method for bilevel programming problem
Generalized envelope theorems: applications to dynamic programming
An application of matrix computations to classical second-order optimality conditions
Implications of the constant rank constraint qualification
On differentiability properties of player convex generalized Nash equilibrium problems
Sensitivity analysis for non-linear programs with linear constraints
A new result on second-order necessary conditions for nonlinear programming
Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems
Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
On the stability of solutions in honlinear programming
On parametric nonlinear programming
An interior-point \(\ell_1\)-penalty method for nonlinear optimization
Smoothness properties of a regularized gap function for quasi-variational inequalities
Bounded Lagrange multiplier rules for general nonsmooth problems and application to mathematical programs with equilibrium constraints
Structural stability in nonlinear optimization
Is bilevel programming a special case of a mathematical program with complementarity constraints?
Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
Necessary optimality conditions in terms of convexificators in Lipschitz optimization
Some properties of regularization and penalization schemes for MPECs
Error bounds for generalized Lagrange multipliers in locally Lipschitz programming
Lagrange multipliers for multiobjective programs with a general preference
Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. I: theoretical development
A necessary and a sufficient optimality condition for bilevel programming problems
On optimality conditions for generalized semi-infinite programming problems
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
Convexificators and boundedness of the Kuhn-Tucker multipliers set
Uniqueness of KKT multipliers in multiobjective optimization.
Iterative bundle-based decomposition for large-scale nonseparable convex optimization
A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem
Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
Quasi-contingent derivatives and studies of higher-orders in nonsmooth optimization
On enhanced KKT optimality conditions for smooth nonlinear optimization
The Lagrangian, constraint qualifications and economics
On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
Existence and boundedness of second-order Karush-Kuhn-Tucker multipliers for set-valued optimization with variable ordering structures
A regularized factorization-free method for equality-constrained optimization
Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications
Existence and sensitivity analysis for nonconvex cubic optimization problems
A filter-type method for solving nonlinear semidefinite programming
Computing optimal incentives via bilevel programming
Nonregular mixed-constrained optimization problems
Hadamard semidifferential, oriented distance function, and some applications
On the directional derivative of the optimal solution mapping without linear independence constraint qualification
A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
Solution of bilevel optimization problems using the KKT approach
Convergence of the BFGS-SQP Method for Degenerate Problems
Iterative distributed model predictive control for nonlinear systems with coupled non-convex constraints and costs
On stability concepts in nonlinear programming

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