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

Cites work

Constraint Qualifications Revisited
Differential Stability in Nonlinear Programming

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An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
Sensitivity analysis for non-linear programs with linear constraints
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
Nonlinear optimization: Characterization of structural stability
First-order optimality conditions in generalized semi-infinite programming
On constraint qualifications
Error bounds for generalized Lagrange multipliers in locally Lipschitz programming
Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
Stability for linearly constrained optimization problems
Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems
Separation of sets, Lagrange multipliers, and totally regular extremum problems
On optimality conditions for generalized semi-infinite programming problems
Constraint qualifications in nonsmooth multiobjective optimization
An extension of Yuan's lemma and its applications in optimization
Boundedness of certain sets of Lagrange multipliers in vector optimization
A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem
Generalized envelope theorems: applications to dynamic programming
Low-rank matrix completion using nuclear norm minimization and facial reduction
Uniqueness of KKT multipliers in multiobjective optimization.
On the classical necessary second-order optimality conditions
A new result on second-order necessary conditions for nonlinear programming
Iterative bundle-based decomposition for large-scale nonseparable convex optimization
Strong stability of stationary solutions and Karush-Kuhn-Tucker points in nonlinear optimization
On an algorithm solving two-level programming problems with nonunique lower level solutions
A robust sequential quadratic programming method
Pseudonormality and a Lagrange multiplier theory for constrained optimization
A globally convergent trust region algorithm for optimization with general constraints and simple bounds.
On regularity and stability in semi-infinite optimization
On saddle points in nonconvex semi-infinite programming
Existence and boundedness of second-order Karush-Kuhn-Tucker multipliers for set-valued optimization with variable ordering structures
Karush-Kuhn-Tucker multiplier rules for efficient solutions of set-valued equilibrium problem with constraints
The Lagrangian, constraint qualifications and economics
Hadamard semidifferential, oriented distance function, and some applications
Quasi-contingent derivatives and studies of higher-orders in nonsmooth optimization
A filter-type method for solving nonlinear semidefinite programming
On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
On parametric nonlinear programming
Sensitivity analysis for variational inequalities and nonlinear complementarity problems
A parametrized variational inequality approach to track the solution set of a generalized Nash equilibrium problem
On describing the solution sets of generalized Nash games with shared constraints
Existence of augmented Lagrange multipliers for semi-infinite programming problems
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
Directional differentiability of optimal solutions under Slater's condition
Necessary optimality conditions in terms of convexificators in Lipschitz optimization
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Dynamic slope scaling procedure and Lagrangian relaxation with subproblem approximation
Optimality conditions in smooth nonlinear programming
On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
Calabi-Polyak convexity theorem, Yuan'S lemma and S-lemma: extensions and applications
Relation between the constant rank and the relaxed constant rank constraint qualifications
Feasible direction method for bilevel programming problem
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On the stability of solutions in honlinear programming
First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
scientific article; zbMATH DE number 4213739 (Why is no real title available?)
Feasible method for semi-infinite programs
An interior-point _1-penalty method for nonlinear optimization
On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
Structural stability in nonlinear optimization
On the directional derivative of the optimal solution mapping without linear independence constraint qualification
Geometry of optimality conditions and constraint qualifications: The convex case
On conditions to have bounded multipliers in locally lipschitz programming
Shadow prices in nonconvex mathematical programming
A global quadratic algorithm for solving a system of mixed equalities and inequalities
The boundedness of the Lagrange multipliers set and duality in mathematical programming
Second order multipliers and marginal function in non linear programs
A necessary and a sufficient optimality condition for bilevel programming problems
Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
Strict convex regularizations, proximal points and augmented lagrangians
The generalized jacobian of the optimal solution in parametric optimization
Bilevel problems over polyhedra with extreme point optimal solutions
Convexificators and boundedness of the Kuhn-Tucker multipliers set
Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
Generalized sensitivity analysis of nonlinear programs using a sequence of quadratic programs
On stability of solutions to parametric generalized affine variational inequalities
A regularized factorization-free method for equality-constrained optimization
Some properties of regularization and penalization schemes for MPECs
Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems
Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. I: theoretical development
Computing optimal incentives via bilevel programming
On stability concepts in nonlinear programming
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Existence and sensitivity analysis for nonconvex cubic optimization problems
A tutorial note on a convexification procedure in non-convex semi-infinite optimization
Bounded Lagrange multiplier rules for general nonsmooth problems and application to mathematical programs with equilibrium constraints
Solution of bilevel optimization problems using the KKT approach
Intrinsic formulation of KKT conditions and constraint qualifications on smooth manifolds
Convergence of the BFGS-SQP Method for Degenerate Problems
Global and local convergence of a filter line search method for nonlinear programming
A modified SLP algorithm and its global convergence
A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
Nonregular mixed-constrained optimization problems
Second-order analysis of penalty function
Revisiting degeneracy, strict feasibility, stability, in linear programming
Convergence rate estimates for penalty methods revisited

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