Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
From MaRDI portal
Publication:4509744
DOI10.1137/S105262349834847XzbMATH Open1005.49019MaRDI QIDQ4509744FDOQ4509744
Authors:
Publication date: 19 October 2000
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Recommendations
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- scientific article; zbMATH DE number 3917087
- Necessary conditions of optimality for calculus of variations problems with inequality constraints
- On Optimization Problems with Variational Inequality Constraints
- Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications
- Optimality conditions for a class of variational inequalities with cone constraints
- Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
- Optimality conditions and constraint qualifications for quasiconvex programming
- Optimality conditions for generalized quasi-differentiable optimization problems with inequality constraints
- Optimality conditions and the basic constraint qualification for quasiconvex programming
bilevel programmingconstraint qualificationsnonsmooth analysisnecessary optimality conditionsoptimization problemsvariational inequality constraintscoderivatives of set-valued maps
Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52) Variational inequalities (49J40) Optimality conditions for problems in abstract spaces (49K27)
Cited In (79)
- Optimality conditions for the simple convex bilevel programming problem in Banach spaces
- Optimality conditions for linear copositive programming problems with isolated immobile indices
- Low-Complexity Method for Hybrid MPC with Local Guarantees
- A linearly convergent majorized ADMM with indefinite proximal terms for convex composite programming and its applications
- Estimates for coderivative of solution map in bilevel program
- A short state of the art on multi-leader-follower games
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- Title not available (Why is that?)
- Directional necessary optimality conditions for bilevel programs
- Regular and limiting normal cones to the graph of the subdifferential mapping of the nuclear norm
- A new complementarity function and applications in stochastic second-order cone complementarity problems
- Variational Conditions Under the Constant Rank Constraint Qualification
- Necessary optimality conditions in pessimistic bilevel programming
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints
- Title not available (Why is that?)
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
- Necessary optimality conditions for optimal control problems with equilibrium constraints
- On M-stationary points for mathematical programs with equilibrium constraints
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- On constraint qualifications in terms of approximate Jacobians for nonsmooth continuous optimization problems
- New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis
- On sharp necessary optimality conditions in control of contact problems with strings
- Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints
- Stability analysis of one stage stochastic mathematical programs with complementarity constraints
- Characterizations of linear suboptimality for mathematical programs with equilibrium constraints
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
- Stability analysis of parametric generalized equations and applications
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- On M-stationarity conditions in MPECs and the associated qualification conditions
- Necessary optimality conditions for constrained optimization problems under relaxed constraint qualifications
- Multistage convex relaxation approach to rank regularized minimization problems based on equivalent mathematical program with a generalized complementarity constraint
- On metric pseudo-(sub)regularity of multifunctions and optimality conditions for degenerated mathematical programs
- Multiobjective optimization problem with variational inequality constraints
- On directional metric regularity, subregularity and optimality conditions for nonsmooth mathematical programs
- On regular coderivatives in parametric equilibria with non-unique multipliers
- Global convergence of a smooth approximation method for mathematical programs with complementarity constraints
- Linearly perturbed generalized polyhedral normal cone mappings and applications
- On stability of M-stationary points in mpccs
- Weakly upper Lipschitz multifunctions and applications in parametric optimization
- On Optimization Problems with Variational Inequality Constraints
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Equilibrium problems with equilibrium constraints via multiobjective optimization
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Optimality conditions for bilevel programming problems
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
- Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
- Optimality conditions for bilevel programming: an approach through variational analysis
- A new algorithm for the optimization of a simple hydrothermal problem.
- Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
- Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems
- The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
- A note on stability of stationary points in mathematical programs with generalized complementarity constraints
- Perturbation techniques for convergence analysis of proximal gradient method and other first-order algorithms via variational analysis
- Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints
- Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints
- Title not available (Why is that?)
- On calmness conditions in convex bilevel programming
- On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem
- Optimality conditions for nonsmooth multiobjective bilevel optimization problems
- Necessary and sufficient conditions for nonsmooth 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
- Constraint qualifications for constrained Lipschitz optimization problems and applications to a MPCC
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Differential conditions for constrained nonlinear programming via Pareto optimization
- Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method
- Monte Carlo methods for mean-risk optimization and portfolio selection
- On approximate stationary points of the regularized mathematical program with complementarity constraints
- New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints
- Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints
- Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set
- Partial exact penalty for mathematical programs with equilibrium constraints
This page was built for publication: Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4509744)
