Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints

DOI10.1287/MOOR.22.4.977zbMATH Open1088.90042OpenAlexW2153565720MaRDI QIDQ4385170FDOQ4385170

Authors:

Publication date: 27 July 2000

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/08c03e74191245faf64a5830872d0a77be3090f6

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Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Optimality conditions (49K99) Hierarchical games (including Stackelberg games) (91A65)

Cited In (only showing first 100 items - show all)

• Partial second-order subdifferentials in variational analysis and optimization
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• First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
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• New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• On sharp necessary optimality conditions in control of contact problems with strings
• Optimality conditions for optimistic bilevel programming problem using convexifactors
• Necessary and sufficient conditions for the existence of the implicit variational inequality problem
• Characterizations of linear suboptimality for mathematical programs with equilibrium constraints
• Optimization and equilibrium problems with equilibrium constraints in infinite-dimensional spaces
• On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces
• Approximations and solution estimates in optimization
• On Lipschitzian properties of implicit multifunctions
• Necessary optimality conditions for implicit control systems with applications to control of differential algebraic equations
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
• Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications
• On metric pseudo-(sub)regularity of multifunctions and optimality conditions for degenerated mathematical programs
• Multiobjective optimization problem with variational inequality constraints
• On bilevel variational inequalities
• On directional metric regularity, subregularity and optimality conditions for nonsmooth mathematical programs
• Global convergence of a smooth approximation method for mathematical programs with complementarity constraints
• Augmented Lagrangian method for second-order cone programs under second-order sufficiency
• On stability of M-stationary points in mpccs
• On Optimization Problems with Variational Inequality Constraints
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• Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
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• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
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• Optimality conditions for nonsmooth equilibrium problems via Hadamard directional derivative
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• Necessary conditions for a domain optimization problem with various constraints
• Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints
• On subregularity properties of set-valued mappings
• Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
• Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
• Second-order optimality conditions for nonconvex set-constrained optimization problems
• On calmness conditions in convex bilevel programming
• On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem
• Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
• A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
• Second-order optimality conditions for mathematical programs with equilibrium constraints
• Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators
• Convergence of the projection and contraction methods for solving bilevel variational inequality problems
• Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
• Solving mathematical programs with equilibrium constraints
• Metric regularity and Lipschitzian stability of parametric variational systems
• Global error bounds for \(\gamma \)-paraconvex multifunctions
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
• Optimality and duality results for bilevel programming problem using convexifactors
• The exact penalty principle
• Lagrange multipliers for multiobjective programs with a general preference
• A note on a class of equilibrium problems with equilibrium constraints.
• Calmness of constraint systems with applications
• Multiobjective optimization problems with equilibrium constraints
• A subdifferential condition for calmness of multifunctions
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• Calmness of partial perturbation to composite rank constraint systems and its applications
• A unified primal-dual algorithm framework for inequality constrained problems
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• Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
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• Efficiency conditions for multiobjective bilevel programming problems via convexificators
• Exact penalization and optimality conditions for approximate directional minima
• Optimality Conditions for Approximate Pareto Minimality
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• Partial error bound conditions and the linear convergence rate of the alternating direction method of multipliers
• Discerning the linear convergence of ADMM for structured convex optimization through the lens of variational analysis
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• Tensor completion via bilevel minimization with fixed-point constraint to estimate missing elements in noisy data
• Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
• Existence of Lagrange multipliers under Gâteaux differentiable data with applications to stochastic optimal control problems
• A short state of the art on multi-leader-follower games
• An inexact Uzawa algorithmic framework for nonlinear saddle point problems with applications to elliptic optimal control problem
• Sparse precision matrix estimation with missing observations
• Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming
• Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
• Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality
• Perturbation analysis of metric subregularity for multifunctions
• Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems
• Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity
• Generic property of the partial calmness condition for bilevel programming problems

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