Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
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Publication:5859009
DOI10.1080/10556788.2019.1702661OpenAlexW2997910805WikidataQ126471759 ScholiaQ126471759MaRDI QIDQ5859009FDOQ5859009
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Publication date: 15 April 2021
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2019.1702661
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Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (21)
- A comparative study of sequential optimality conditions for mathematical programs with cardinality constraints
- On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach
- Sequential optimality conditions for optimization problems with additional abstract set constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- On optimality conditions for nonlinear conic programming
- Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints
- Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Optimality conditions, approximate stationarity, and applications -- a story beyond Lipschitzness
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- Sequential optimality conditions for cardinality-constrained optimization problems with applications
- Optimality conditions and exact penalty for mathematical programs with switching constraints
- Approximate Karush-Kuhn-Tucker condition for multi-objective optimistic bilevel programming problems
- Bounds of the solution set to the polynomial complementarity problem
- Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an augmented Lagrangian method
- On the directional asymptotic approach in optimization theory
- Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization
- The augmented Lagrangian method for mathematical programs with vertical complementarity constraints based on inexact Scholtes regularization
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