Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
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Publication:481046
DOI10.1007/S10957-013-0493-3zbMATH Open1320.90086OpenAlexW1990402864MaRDI QIDQ481046FDOQ481046
Authors: Jane J. Ye, Jin Zhang 
Publication date: 12 December 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0493-3
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constraint qualificationmathematical program with equilibrium constraintslocal error boundenhanced Karush-Kuhn-Tucker conditions
Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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- Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
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Cited In (33)
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints
- On quasidifferentiable mathematical programs with equilibrium constraints
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
- Necessary optimality conditions for optimal control problems with equilibrium constraints
- A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs
- Analysis of a new sequential optimality condition applied to mathematical programs with equilibrium constraints
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- Lifted stationary points of sparse optimization with complementarity constraints
- Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints
- New sharp necessary optimality conditions for mathematical programs with equilibrium constraints
- Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- Directional quasi-/pseudo-normality as sufficient conditions for metric subregularity
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- New constraint qualifications for S-stationarity for MPEC with nonsmooth objective
- On nonsmooth mathematical programs with equilibrium constraints using generalized convexity
- On enhanced KKT optimality conditions for smooth nonlinear optimization
- MPEC methods for bilevel optimization problems
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Duality for nonsmooth mathematical programming problems with equilibrium constraints
- Nondifferentiable multiplier rules for optimization problems with equilibrium constraints
- On an \(l_1\) exact penalty result for mathematical programs with vanishing constraints
- Mathematical programs with geometric constraints in Banach spaces: enhanced optimality, exact penalty, and sensitivity
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