A relaxed constant positive linear dependence constraint qualification and applications
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Publication:715075
DOI10.1007/S10107-011-0456-0zbMATH Open1262.90162OpenAlexW2094214271MaRDI QIDQ715075FDOQ715075
R. Andreani, Gabriel Haeser, Paulo José da Silva e Silva, María Laura Schuverdt
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0456-0
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions (49K99)
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Cited In (only showing first 100 items - show all)
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- Sufficient Optimality Conditions in Bilevel Programming
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
- Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points
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- A Cone-Continuity Constraint Qualification and Algorithmic Consequences
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
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- On tangent cone to systems of inequalities and equations in Banach spaces under relaxed constant rank condition
- Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- Necessary optimality conditions for implicit control systems with applications to control of differential algebraic equations
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- A globally convergent regularized interior point method for constrained optimization
- On second-order optimality conditions for vector optimization: Addendum
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- Combining stabilized SQP with the augmented Lagrangian algorithm
- Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
- New constraint qualifications and optimality conditions for second order cone programs
- Optimality conditions and global convergence for nonlinear semidefinite programming
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- Optimality properties of an augmented Lagrangian method on infeasible problems
- Sequential equality-constrained optimization for nonlinear programming
- Characterization of Tilt Stability via Subgradient Graphical Derivative with Applications to Nonlinear Programming
- A stabilized filter SQP algorithm for nonlinear programming
- Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints
- An augmented Lagrangian method for optimization problems with structured geometric constraints
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- Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints
- Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications
- New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis
- A practical relative error criterion for augmented Lagrangians
- Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications
- A flexible inexact-restoration method for constrained optimization
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- On second-order optimality conditions in nonlinear optimization
- Erratum to: ``New constraint qualifications and optimality conditions for second order cone programs
- On the approximate solutions of augmented subproblems within sequential methods for nonlinear programming
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
- Note on Mangasarian-Fromovitz-like constraint qualifications
- The \(p\)th-order Karush-Kuhn-Tucker type optimality conditions for nonregular inequality constrained optimization problems
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- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
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