Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
From MaRDI portal
Abstract: Relaxed constant positive linear dependence constraint qualification (RCPLD) for a system of smooth equalities and inequalities is a constraint qualification that is weaker than the usual constraint qualifications such as Mangasarian Fromovitz constraint qualification and the linear constraint qualification. Moreover RCPLD is known to induce an error bound property. In this paper we extend RCPLD to a very general feasibility system which may include Lipschitz continuous inequality constraints, complementarity constraints and abstract constraints. We show that this RCPLD for the general system is a constraint qualification for the optimality condition in terms of limiting subdifferential and limiting normal cone and it is a sufficient condition for the error bound property under the strict complementarity condition for the complementarity system and Clarke regularity conditions for the inequality constraints and the abstract constraint set. Moreover we introduce and study some sufficient conditions for RCPLD including the relaxed constant rank constraint qualification (RCRCQ). Finally we apply our results to the bilevel program.
Recommendations
- A relaxed constant positive linear dependence constraint qualification and applications
- Constraint qualifications and optimality conditions in bilevel optimization
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Two new weak constraint qualifications and applications
Cites work
- A relaxed constant positive linear dependence constraint qualification and applications
- An augmented Lagrangian method for non-Lipschitz nonconvex programming
- An augmented Lagrangian trust region method for equality constrained optimization
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Differential properties of the marginal function in mathematical programming
- Directional derivative of the marginal function in nonlinear programming
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- scientific article; zbMATH DE number 1113627 (Why is no real title available?)
- scientific article; zbMATH DE number 3247810 (Why is no real title available?)
- Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
- Necessary optimality conditions and exact penalization for non-Lipschitz nonlinear programs
- Necessary optimality conditions for multiobjective bilevel programs
- New necessary optimality conditions for bilevel programs by combining the MPEC and value function approaches
- New necessary optimality conditions in optimistic bilevel programming
- New results on constraint qualifications for nonlinear extremum problems and extensions
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- On relaxed constant rank regularity condition in mathematical programming
- On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
- On the numerical solution of a class of Stackelberg problems
- On the relation between constant positive linear dependence condition and quasinormality constraint qualification
- Optimality conditions for bilevel programming problems
- Optimization and nonsmooth analysis
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Sensitivity analysis of the value function for parametric mathematical programs with equilibrium constraints
- The approximate subdifferential of composite functions
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Variational Analysis
- Variational analysis and applications
- Variational analysis of marginal functions with applications to bilevel programming
Cited in
(17)- An approach based on reliability-based possibility degree of interval for solving general interval bilevel linear programming problem
- Optimality conditions and exact penalty for mathematical programs with switching constraints
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Constraint qualifications and optimality conditions in bilevel optimization
- Directional necessary optimality conditions for bilevel programs
- A Lagrange multiplier expression method for bilevel polynomial optimization
- Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
- Relaxed constant positive linear dependence constraint qualification for disjunctive systems
- Constraint qualifications in terms of convexificators for nonsmooth programming problems with mixed constraints
- scientific article; zbMATH DE number 7733454 (Why is no real title available?)
- Global convergence of an augmented Lagrangian method for nonlinear programming via Riemannian optimization
- Optimality conditions for bilevel programmes via Moreau envelope reformulation*
- A relaxed constant positive linear dependence constraint qualification and applications
- A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming
This page was built for publication: Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2200089)