A relaxed constant positive linear dependence constraint qualification and applications
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Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3513549 (Why is no real title available?)
- scientific article; zbMATH DE number 3291743 (Why is no real title available?)
- Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
- Constant-rank condition and second-order constraint qualification
- Derivative-free methods for nonlinear programming with general lower-level constraints
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- Error bounds in mathematical programming
- Lagrange Multipliers and Optimality
- Low order-value approach for solving var-constrained optimization problems
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On approximate KKT condition and its extension to continuous variational inequalities
- On error bounds for quasinormal programs
- On relaxed constant rank regularity condition in mathematical programming
- On sequential optimality conditions for smooth constrained optimization
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the global convergence of interior-pointnonlinear programming algorithms
- On the notion of tangent cone in mathematical programming
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Perturbations of extremal problems with constraints and necessary optimality conditions
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
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- A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
- Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
- Erratum to: ``New constraint qualifications and optimality conditions for second order cone programs
- On second-order optimality conditions in nonlinear optimization
- 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
- Convergence results of an augmented Lagrangian method using the exponential penalty function
- Weak notions of nondegeneracy in nonlinear semidefinite programming
- Notes on some constraint qualifications for mathematical programs with equilibrium 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
- A sequential optimality condition related to the quasi-normality constraint qualification and its algorithmic consequences
- Relation between the constant rank and the relaxed constant rank constraint qualifications
- 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
- Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming
- On Lipschitz-like property for polyhedral moving sets
- Efficient alternating minimization methods for variational edge-weighted colorization models
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis
- Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
- On tangent cone to systems of inequalities and equations in Banach spaces under relaxed constant rank condition
- Note on Mangasarian-Fromovitz-like constraint qualifications
- Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications
- Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
- Necessary optimality conditions for implicit control systems with applications to control of differential algebraic equations
- The \(p\)th-order Karush-Kuhn-Tucker type optimality conditions for nonregular inequality constrained optimization problems
- Sequential optimality conditions for optimization problems with additional abstract set constraints
- On second-order optimality conditions for vector optimization: Addendum
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- A globally convergent regularized interior point method for constrained optimization
- Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- On the best achievable quality of limit points of augmented Lagrangian schemes
- A unified approach for topology optimization with local stress constraints considering various failure criteria: von Mises, Drucker-Prager, Tresca, Mohr-Coulomb, Bresler-Pister and Willam-Warnke
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- Two new weak constraint qualifications and applications
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- On optimality conditions for nonlinear conic programming
- Combining stabilized SQP with the augmented Lagrangian algorithm
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- 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
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary
- A stabilized filter SQP algorithm for nonlinear programming
- Optimality properties of an augmented Lagrangian method on infeasible problems
- Sequential equality-constrained optimization for nonlinear programming
- Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints
- Handling infeasibility in a large-scale nonlinear optimization algorithm
- Sufficient optimality conditions in bilevel programming
- A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
- On relaxing the Mangasarian-Fromovitz constraint qualification
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- Second-order enhanced optimality conditions and constraint qualifications
- Improving the global convergence of inexact restoration methods for constrained optimization problems
- An augmented Lagrangian method for non-Lipschitz nonconvex programming
- An augmented Lagrangian method for quasi-equilibrium problems
- Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
- Optimality conditions and exact penalty for mathematical programs with switching constraints
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- On error bounds and Newton-type methods for generalized Nash equilibrium problems
- On constraint qualifications for second-order optimality conditions depending on a single Lagrange multiplier
- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- When the Karush-Kuhn-Tucker theorem fails: constraint qualifications and higher-order optimality conditions for degenerate optimization problems
- Characterizing FJ and KKT conditions in nonconvex mathematical programming with applications
- 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
- 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
- Error estimation in nonlinear optimization
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Sparse Recovery via Partial Regularization: Models, Theory, and Algorithms
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- On Local Error Bound in Nonlinear Programs
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- On the behaviour of constrained optimization methods when Lagrange multipliers do not exist
- Necessary optimality conditions and exact penalization for non-Lipschitz nonlinear programs
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- On approximate Karush-Kuhn-Tucker conditions for multiobjective optimization problems
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- On enhanced KKT optimality conditions for smooth nonlinear optimization
- A cone-continuity constraint qualification and algorithmic consequences
- Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization
- A parametrized variational inequality approach to track the solution set of a generalized Nash equilibrium problem
- On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
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