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 (only showing first 100 items - show all)

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

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