نتایج جستجو برای: constraint qualification

تعداد نتایج: 85095  

Journal: :iranian journal of operations research 0
ali ansari ardali department of mathematics, university of isfahan, isfahan, iran

‎in this paper, using the idea of convexificators, we study boundedness and nonemptiness of lagrange multipliers satisfying the first order necessary conditions. we consider a class of nons- mooth fractional programming problems with equality, inequality constraints and an arbitrary set constraint. within this context, define generalized mangasarian-fromovitz constraint qualification and show t...

‎In this paper, using the idea of convexificators, we study boundedness and nonemptiness of Lagrange multipliers satisfying the first order necessary conditions. We consider a class of nons- mooth fractional programming problems with equality, inequality constraints and an arbitrary set constraint. Within this context, define generalized Mangasarian-Fromovitz constraint qualification and sh...

2004
Jane J. Ye

In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized conve...

Journal: :Math. Oper. Res. 2006
Jane J. Ye

In this paper we consider the bilevel programming problem (BLPP), which is a sequence of two optimization problems where the constraint region of the upper-level problem is determined implicitly by the solution set to the lower-level problem. We extend well-known constraint qualifications for nonlinear programming problems such as the Abadie constraint qualification, the Kuhn-Tucker constraint ...

Journal: :Math. Program. 2003
J. J. Ye Qiji J. Zhu

We study a general multiobjective optimization problem with variational inequality, equality, inequality and abstract constraints. Fritz John type necessary optimality conditions involving Mordukhovich coderivatives are derived. They lead to Kuhn-Tucker type necessary optimality conditions under additional constraint qualifications including the calmness condition, the error bound constraint qu...

Journal: :Operations Research Letters 2016

Journal: :J. Optimization Theory and Applications 2011
Satoshi Suzuki Daishi Kuroiwa

Dual characterizations of the containment of a convex set with quasiconvex inequality constraints are investigated. A new Lagrange-type duality and a new closed cone constraint qualification are described, and it is shown that this constraint qualification is the weakest constraint qualification for the duality.

Journal: :Math. Program. 2012
Roberto Andreani Gabriel Haeser María Laura Schuverdt Paulo J. S. Silva

In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification from Minchenko and Stakhovski that was called RCR. We show that RCPLD is enough to ensure the convergence of an augmented Lagrangian algorithm and asserts t...

Journal: :Systems & Control Letters 2013
Sofia O. Lopes Fernando A. C. C. Fontes Maria do Rosário de Pinho

For optimal control problems involving ordinary differential equations and functional inequality state constraints, the maximum principle may degenerate, producing no useful information about minimizers. This is known as the degeneracy phenomenon. Several non-degenerate forms of the maximum principle, valid under different constraint qualifications, have been proposed in the literature. In this...

2010
R. Andreani M. L. Schuverdt

The constant-rank condition for feasible points of nonlinear programming problems was defined by Janin (Math. Program. Study 21:127–138, 1984). In that paper, the author proved that the constant-rank condition is a first-order constraint qualification. In this work, we prove that the constant-rank condition is also a secondorder constraint qualification. We define other second-order constraint ...

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