On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
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- Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
- On second-order optimality conditions for nonlinear programming
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
- Constant-rank condition and second-order constraint qualification
- A two-level distributed algorithm for nonconvex constrained optimization
- A superlinearly convergent strongly sub-feasible SSLE-type algorithm with working set for nonlinearly constrained optimization
- A flexible inexact-restoration method for constrained optimization
- Convergence of a stabilized SQP method for equality constrained optimization
- The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
- Characterization of tilt stability via subgradient graphical derivative with applications to nonlinear programming
- Low order-value optimization and applications
- A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
- The augmented Lagrangian method for mathematical programs with vertical complementarity constraints based on inexact Scholtes regularization
- A Stabilized Sequential Quadratic Programming Method for Optimization Problems in Function Spaces
- On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
- A study of one-parameter regularization methods for mathematical programs with vanishing constraints
- Weak notions of nondegeneracy in nonlinear semidefinite programming
- An approximate strong KKT condition for multiobjective optimization
- A locally smoothing method for mathematical programs with complementarity constraints
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
- Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
- Notes on convergence properties for a smoothing-regularization approach to mathematical programs with vanishing constraints
- A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
- Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- Strict Constraint Qualifications and Sequential Optimality Conditions for Constrained Optimization
- A relaxed constant positive linear dependence constraint qualification and applications
- A fast convergent sequential linear equation method for inequality constrained optimization without strict complementarity
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- On optimization strategies for parameter estimation in models governed by partial differential equations
- Quasi-Newton acceleration for equality-constrained minimization
- A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
- Globally convergent homotopy method for designing piecewise linear deterministic contractual function
- A new sequential systems of linear equations algorithm of feasible descent for inequality constrained optimization
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- Global convergence of modified augmented Lagrangian methods for nonlinear semidefinite programming
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
- Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
- Low order-value approach for solving var-constrained optimization problems
- Sequential optimality conditions for optimization problems with additional abstract set constraints
- A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints
- An augmented Lagrangian method for optimization problems in Banach spaces
- Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
- On approximate KKT condition and its extension to continuous variational inequalities
- On the best achievable quality of limit points of augmented Lagrangian schemes
- Sequential M-stationarity conditions for general optimization problems
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- Globally convergent homotopy algorithm for solving the KKT systems to the principal-agent bilevel programming
- Two new weak constraint qualifications and applications
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- On optimality conditions for nonlinear conic programming
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
- A stabilized filter SQP algorithm for nonlinear programming
- Implications of the constant rank constraint qualification
- Sequential equality-constrained optimization for nonlinear programming
- Strong and weak conditions of regularity and optimality
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- A modified homotopy method for solving the principal-agent bilevel programming problem
- Global convergence of a robust filter SQP algorithm
- A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
- On relaxing the Mangasarian-Fromovitz constraint qualification
- Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
- Second-order negative-curvature methods for box-constrained and general constrained optimization
- Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- On the use of Jordan algebras for improving global convergence of an augmented Lagrangian method in nonlinear semidefinite programming
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Approximate solutions to nonsmooth multiobjective programming problems
- An augmented Lagrangian method for quasi-equilibrium problems
- Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
- Relaxation approach for equilibrium problems with equilibrium constraints
- On sequential optimality conditions for smooth constrained optimization
- Optimality conditions and exact penalty for mathematical programs with switching constraints
- A smoothing Newton method for semi-infinite programming
- A new line search inexact restoration approach for nonlinear programming
- On error bounds and Newton-type methods for generalized Nash equilibrium problems
- A modified constraint shifting homotopy method for solving general nonlinear multiobjective programming
- The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- On the multiplier-penalty-approach for quasi-variational inequalities
- A Note on the McCormick Second-Order Constraint Qualification
- An augmented Lagrangian algorithm for nonlinear semidefinite programming applied to the covering problem
- Newton-type methods for constrained optimization with nonregular constraints
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- On relaxed constant rank regularity condition in mathematical programming
- Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization
- New results on constraint qualifications for nonlinear extremum problems and extensions
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