Criticality of Lagrange Multipliers in Variational Systems
From MaRDI portal
Publication:5231675
DOI10.1137/18M1206862zbMath1421.90144arXiv1808.03802OpenAlexW2963764616MaRDI QIDQ5231675
Ebrahim Sarabi, Boris S. Mordukhovich
Publication date: 27 August 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.03802
error boundscalmnessoptimization and variational analysiscritical and noncritical multipliersgeneralized KKT systemssecond-order generalized differentiation
Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
Related Items
Variational Analysis of Composite Models with Applications to Continuous Optimization, Superlinear convergence of the sequential quadratic method in constrained optimization, Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers, Critical Multipliers in Semidefinite Programming, Covering on a Convex Set in the Absence of Robinson's Regularity, Criticality of Lagrange multipliers in extended nonlinear optimization, Augmented Lagrangian method for second-order cone programs under second-order sufficiency, Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
Cites Work
- Unnamed Item
- Unnamed Item
- Stabilized SQP revisited
- On the Aubin property of a class of parameterized variational systems
- Stability in the presence of degeneracy and error estimation
- Local analysis of Newton-type methods for variational inequalities and nonlinear programming
- Critical multipliers in variational systems via second-order generalized differentiation
- Strong conical hull intersection property, bounded linear regularity, Jameson's property \((G)\), and error bounds in convex optimization
- Second-order variational analysis in second-order cone programming
- Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Perturbation analysis of second-order cone programming problems
- Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems
- Some continuity properties of polyhedral multifunctions
- On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints
- Variational Analysis
- Second-Order Variational Analysis of Parametric Constraint and Variational Systems
- Strong calmness of perturbed KKT system for a class of conic programming with degenerate solutions
- Newton-Type Methods for Optimization and Variational Problems
- Implicit Functions and Solution Mappings