메뉴 건너뛰기




Volumn 135, Issue 1-2, 2012, Pages 255-273

A relaxed constant positive linear dependence constraint qualification and applications

Author keywords

Augmented Lagrangian; Constraint qualifications; Error bound property; Nonlinear programming

Indexed keywords

AUGMENTED LAGRANGIAN ALGORITHM; AUGMENTED LAGRANGIANS; CONSTANT RANK; CONSTRAINT QUALIFICATION; ERROR BOUND; LINEAR DEPENDENCE; NECESSARY OPTIMALITY CONDITION; SECOND ORDERS;

EID: 84866262907     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-011-0456-0     Document Type: Article
Times cited : (145)

References (24)
  • 1
    • 0002517759 scopus 로고
    • On the Kuhn-Tucker theorem
    • J. Abadie (eds) Wiley New York
    • Abadie J.: On the Kuhn-Tucker theorem. In: Abadie, J. (ed.) Nonlinear Programming, pp. 21-36. Wiley, New York (1967)
    • (1967) Nonlinear Programming , pp. 21-36
    • Abadie, J.1
  • 2
    • 45849133389 scopus 로고    scopus 로고
    • On augmented Lagrangian methods with general lower-level constraints
    • 2373302 1151.49027 10.1137/060654797
    • Andreani R., Birgin E.G., Martínez J.M., Schuverdt M.L.: On augmented Lagrangian methods with general lower-level constraints. SIAM J. Optim. 18, 1286-1309 (2007)
    • (2007) SIAM J. Optim. , vol.18 , pp. 1286-1309
    • Andreani, R.1    Birgin, E.G.2    Martínez, J.M.3    Schuverdt, M.L.4
  • 3
    • 34347264176 scopus 로고    scopus 로고
    • Augmented Lagrangian methods under the constant positive linear dependence constraint qualification
    • Andreani R., Birgin E.G., Martínez J.M., Schuverdt M.L.: Augmented Lagrangian methods under the constant positive linear dependence constraint qualification. Math. Program. 112, 5-32 (2008)
    • (2008) Math. Program. , vol.112 , pp. 5-32
    • Andreani, R.1    Birgin, E.G.2    Martínez, J.M.3    Schuverdt, M.L.4
  • 4
    • 77956013065 scopus 로고    scopus 로고
    • Constant-rank condition and second-order constraint qualification
    • 2679662 1202.90235 10.1007/s10957-010-9671-8
    • Andreani R., Echagüe C.E., Schuverdt M.L.: Constant-rank condition and second-order constraint qualification. J. Optim. Theory Appl. 146(2), 255-266 (2010)
    • (2010) J. Optim. Theory Appl. , vol.146 , Issue.2 , pp. 255-266
    • Andreani, R.1    Echagüe, C.E.2    Schuverdt, M.L.3
  • 5
    • 84858271304 scopus 로고    scopus 로고
    • On sequential optimality conditions for smooth constrained optimization
    • doi: 10.1080/02331930903578700
    • Andreani, R., Haeser, G., Martínez, J.M.: On sequential optimality conditions for smooth constrained optimization. Optimization (2011). doi: 10.1080/02331930903578700
    • (2011) Optimization
    • Andreani, R.1
  • 6
    • 17644381324 scopus 로고    scopus 로고
    • On the relation between constant positive linear dependence condition and quasinormality constraint qualification
    • 2136506 1125.90058 10.1007/s10957-004-1861-9
    • Andreani R., Martínez J.M., Schuverdt M.L.: On the relation between constant positive linear dependence condition and quasinormality constraint qualification. J. Optim. Theory Appl. 125, 473-485 (2005)
    • (2005) J. Optim. Theory Appl. , vol.125 , pp. 473-485
    • Andreani, R.1    Martínez, J.M.2    Schuverdt, M.L.3
  • 7
    • 0002956160 scopus 로고
    • Perturbations of extremum problems with constraints and necessary optimality conditions
    • 0726.49015 10.1007/BF01373649
    • Arutyunov A.V.: Perturbations of extremum problems with constraints and necessary optimality conditions. J. Sov. Math. 54, 1342-1400 (1991)
    • (1991) J. Sov. Math. , vol.54 , pp. 1342-1400
    • Arutyunov, A.V.1
  • 9
    • 83555172580 scopus 로고    scopus 로고
    • Low Order-Value approach for solving VaR-constrained optimization problems
    • doi: 10.1007/s10898-011-9656-7
    • Birgin, E., Bueno, L.F., Krejić, N., MartInez, J.M.: Low Order-Value approach for solving VaR-constrained optimization problems. J. Global Optim. (2011). doi: 10.1007/s10898-011-9656-7
    • (2011) J. Global Optim
    • Birgin, E.1
  • 10
    • 79953678396 scopus 로고    scopus 로고
    • Derivative-free methods for nonlinear programming with general lower-level constraints
    • 2785674 1222.90060
    • Diniz-Ehrhardt M.A., Martínez J.M., Pedroso L.G.: Derivative-free methods for nonlinear programming with general lower-level constraints. Comput. Appl. Math. 30(1), 19-52 (2011)
    • (2011) Comput. Appl. Math. , vol.30 , Issue.1 , pp. 19-52
    • Diniz-Ehrhardt, M.A.1    Martínez, J.M.2    Pedroso, L.G.3
  • 11
    • 84935375406 scopus 로고
    • On the notion of tangent cone in mathematical programming
    • 1235314 0817.90108 10.1080/02331939208843804
    • Giorgi G., Guerraggio A.: On the notion of tangent cone in mathematical programming. Optimization 25(1), 11-23 (1992)
    • (1992) Optimization , vol.25 , Issue.1 , pp. 11-23
    • Giorgi, G.1    Guerraggio, A.2
  • 12
    • 77956528223 scopus 로고    scopus 로고
    • On the global convergence of interior-point nonlinear programming algorithms
    • 2672254 1202.90240 10.1590/S1807-03022010000200003
    • Haeser G.: On the global convergence of interior-point nonlinear programming algorithms. Comput. Appl. Math. 29(2), 125-138 (2010)
    • (2010) Comput. Appl. Math. , vol.29 , Issue.2 , pp. 125-138
    • Haeser, G.1
  • 13
    • 79955869932 scopus 로고    scopus 로고
    • Approximate KKT condition for continuous variational inequality problems
    • doi: 10.1007/s10957-011-9802-x
    • Haeser, G., Schuverdt, M.L.: Approximate KKT condition for continuous variational inequality problems. J. Optim. Theory Appl. (2011). doi: 10.1007/s10957-011-9802-x
    • (2011) J. Optim. Theory Appl
    • Haeser, G.1    Schuverdt, M.L.2
  • 15
    • 0021451337 scopus 로고
    • Directional derivative of the marginal function in nonlinear programming
    • 751246 0549.90082 10.1007/BFb0121214
    • Janin R.: Directional derivative of the marginal function in nonlinear programming. Math. Program. Stud. 21, 110-126 (1984)
    • (1984) Math. Program. Stud. , vol.21 , pp. 110-126
    • Janin, R.1
  • 16
    • 84859575878 scopus 로고    scopus 로고
    • Relation between the constant rank and the relaxed constant rank constraint qualifications
    • doi: 10.1080/02331934.2010.527972
    • Lu, S.: Relation between the constant rank and the relaxed constant rank constraint qualifications. Optimization (2010). doi: 10.1080/02331934.2010. 527972
    • (2010) Optimization
    • Lu, S.1
  • 17
    • 49949133603 scopus 로고
    • The Fritz John optimality conditions in the presence of equality and inequality constraints
    • 207448 0149.16701 10.1016/0022-247X(67)90163-1
    • Mangasarian O.L., Fromovitz S.: The Fritz John optimality conditions in the presence of equality and inequality constraints. J. Math. Anal. Appl. 17, 37-47 (1967)
    • (1967) J. Math. Anal. Appl. , vol.17 , pp. 37-47
    • Mangasarian, O.L.1    Fromovitz, S.2
  • 18
    • 79251605870 scopus 로고    scopus 로고
    • On relaxed constant rank regularity condition in mathematical programming
    • doi: 10.1080/02331930902971377
    • Minchenko, L., Stakhovski, S.: On relaxed constant rank regularity condition in mathematical programming. Optimization (2011). doi: 10.1080/02331930902971377
    • (2011) Optimization
    • Minchenko, L.1    Stakhovski, S.2
  • 19
    • 79251628736 scopus 로고    scopus 로고
    • On error bounds for quasinormal programs
    • 2769879 10.1007/s10957-010-9768-0
    • Minchenko L., Tarakanov A.: On error bounds for quasinormal programs. J. Optim. Theory Appl. 148, 571-579 (2010)
    • (2010) J. Optim. Theory Appl. , vol.148 , pp. 571-579
    • Minchenko, L.1    Tarakanov, A.2
  • 20
    • 0000150038 scopus 로고    scopus 로고
    • Error bound in mathematical programming
    • 0887.90165
    • Pang J.-S.: Error bound in mathematical programming. Math. Program. 79, 299-332 (1997)
    • (1997) Math. Program. , vol.79 , pp. 299-332
    • Pang, J.-S.1
  • 21
    • 0034345366 scopus 로고    scopus 로고
    • On the constant positive linear dependence condition and its application to SQP methods
    • 1777075 0999.90037 10.1137/S1052623497326629
    • Qi L., Wei Z.: On the constant positive linear dependence condition and its application to SQP methods. SIAM J. Optim. 10, 963-981 (2000)
    • (2000) SIAM J. Optim. , vol.10 , pp. 963-981
    • Qi, L.1    Wei, Z.2
  • 22
    • 0027606675 scopus 로고
    • Lagrange multipliers and optimality
    • 1220880 0779.49024 10.1137/1035044
    • Rockafellar R.T.: Lagrange multipliers and optimality. SIAM Rev. 35(2), 183-238 (1993)
    • (1993) SIAM Rev. , vol.35 , Issue.2 , pp. 183-238
    • Rockafellar, R.T.1
  • 24
    • 84855352605 scopus 로고    scopus 로고
    • Wiley Encyclopedia of Operations Research and Management Science
    • Wiley doi: 10.1002/9780470400531
    • Solodov, M.: Wiley Encyclopedia of Operations Research and Management Science, Chapter Constraint Qualifications. Wiley (2010). doi: 10.1002/9780470400531
    • (2010) Chapter Constraint Qualifications
    • Solodov, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.