Weak Sharp Minima in Mathematical Programming

DOI10.1137/0331063MaRDI QIDQ3141558zbMATH OpenOpenAlexFDO

Authors James V. Burke, Michael C. Ferris

Publication date 13 July 1994

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL http://digital.library.wisc.edu/1793/59530

zbMATH Keywords

linear complementarityweak sharp minimafinite terminationquadratic convex programmingstrongly unique minima

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(only showing first 100 items - show all)

• Optimality conditions for bilevel programming problems
• Minimum and maximum principle sufficiency for a nonsmooth variational inequality
• General convergence analysis of stochastic first-order methods for composite optimization
• Finite convergence of extragradient-type methods for solving variational inequalities under weak sharp condition
• Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
• Optimality conditions for the simple convex bilevel programming problem in Banach spaces
• Radial duality. II: Applications and algorithms
• Extending linear conditioning to convex-concave optimization: finite convergence of the proximal point algorithm
• Proximal-type methods with generalized Bregman functions and applications to generalized fractional programming
• On finite convergence of iterative methods for variational inequalities in Hilbert spaces
• About subtransversality of collections of sets
• Global convergence of a class of smooth penalty methods for semi-infinite programming
• Finite convergence of the proximal point algorithm for variational inequality problems
• Proximal point algorithms on Hadamard manifolds: linear convergence and finite termination
• Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
• Weak sharp solutions associated with a multidimensional variational-type inequality
• Error estimates and Lipschitz constants for best approximation in continuous function spaces
• Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems
• New necessary optimality conditions in optimistic bilevel programming
• The level-set subdifferential error bound via Moreau envelopes
• Mathematical logic: proof theory, constructive mathematics. Abstracts from the workshop held November 5--11, 2017
• On controlled variational inequalities involving convex functionals
• On finite termination of an inexact proximal point algorithm
• Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
• Finite termination of the optimal solution sequence in parametric optimization
• Minimum and maximum principle sufficiency properties for nonsmooth variational inequalities
• Hölder weak sharp minimizers and Hölder tilt-stability
• Linear conditioning, weak sharpness and finite convergence for equilibrium problems
• Optimal Convergence Rates for the Proximal Bundle Method
• Stability properties of weak sharp minima
• Strong Fermat rules for constrained set-valued optimization problems on Banach spaces
• On applications of the calmness moduli for multifunctions to error bounds
• Improved guarantees for optimal Nash equilibrium seeking and bilevel variational inequalities
• Necessary conditions for weak sharp minima in cone-constrained optimization problems
• Weak \(\psi \)-sharp minima in vector optimization problems
• On a class of controlled differential variational inequalities
• Characterizing the solution set of convex optimization problems without convexity of constraints
• Characterization of metric regularity for \({\sigma}\)-subsmooth multifunctions
• Characterization of weakly sharp solutions of a variational inequality by its primal gap function
• Convergence properties of nonmonotone spectral projected gradient methods
• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
• Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity
• Strong KKT conditions and weak sharp solutions in convex-composite optimization
• A low-rank spectral method for learning Markov models
• The global weak sharp minima with explicit exponents in polynomial vector optimization problems
• On convergence rates of linearized proximal algorithms for convex composite optimization with applications
• Smoothing SQP algorithm for semismooth equations with box constraints
• Proximal Gradient Methods for Machine Learning and Imaging
• Value functions and error bounds of trust region methods
• On the solution of stochastic optimization and variational problems in imperfect information regimes
• From error bounds to the complexity of first-order descent methods for convex functions
• The finite termination of feasible solution sequence for optimization and variational inequality
• Characterization of weakly sharp solutions of a variational-type inequality with convex functional
• Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
• On solution uniqueness and robust recovery for sparse regularization with a gauge: from dual point of view
• Weak sharp solutions of mixed variational inequalities in Banach spaces
• Subgradient methods for sharp weakly convex functions
• Weak sharp solutions for variational inequalities in Banach spaces
• Slopes, error bounds and weak sharp Pareto minima of a vector-valued map
• Characterizations of strict local minima and necessary conditions for weak sharp minima
• Global weak sharp minima for convex (semi-)infinite optimization problems
• Hölder stable minimizers, tilt stability, and Hölder metric regularity of subdifferentials
• Inexact quantized quasi-subgradient method for quasi-convex optimization problems
• Error bounds in mathematical programming
• Equivalent conditions for local error bounds
• Error bounds, quadratic growth, and linear convergence of proximal methods
• Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification
• Randomized projection methods for convex feasibility: conditioning and convergence rates
• On a class of variational-type inequalities involving curvilinear integral functionals
• Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
• On convergence of the proximal point algorithm in Banach spaces
• On weak sharp solutions in \((\rho , \mathbf{b}, \mathbf{d})\)-variational inequalities
• Weak sharpness for gap functions in vector variational inequalities
• Conditional subgradient optimization -- theory and applications
• Perturbation analysis of a condition number for convex inequality systems and global error bounds for analytic systems
• Faster first-order primal-dual methods for linear programming using restarts and sharpness
• A note on weak sharp minima in multicriteria linear programming
• A proximal point-type method for multicriteria optimization
• Control problems driven by approximately pseudo-convex multiple integral functionals
• Structure and weak sharp minimum of the Pareto solution set for piecewise linear multiobjective optimization
• Convergence rates for deterministic and stochastic subgradient methods without Lipschitz continuity
• Convergence of inexact quasisubgradient methods with extrapolation
• Sharpness, restart, and acceleration
• Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs
• On a class of constrained interval-valued optimization problems governed by mechanical work cost functionals
• Finite convergence of a projected proximal point algorithm for the generalized variational inequalities
• Error bounds for inconsistent linear inequalities and programs
• Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
• Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis
• On Finite and Strong Convergence of a Proximal Method for Equilibrium Problems
• A Lipschitzian error bound for convex quadratic symmetric cone programming
• Weak sharp efficiency in multiobjective optimization
• Characterizations of error bounds for lower semicontinuous functions on metric spaces
• Prox-dual regularization algorithm for generalized fractional programs
• Weak sharpness and finite termination for variational inequalities on Hadamard manifolds
• Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs
• Lipschitz modulus in convex semi-infinite optimizationviad.c. functions
• Set regularities and feasibility problems
• Gâteaux differentiability of the dual gap function of a variational inequality
• Second-order global optimality conditions for optimization problems

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