Related papers: Optimality conditions for disjunctive programs bas…
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…
In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…
We investigate a family of bilevel imaging learning problems where the lower-level instance corresponds to a convex variational model involving first- and second-order nonsmooth sparsity-based regularizers. By using geometric properties of…
In this paper, we study the difficult class of optimization problems called the mathematical programs with vanishing constraints or MPVC. Extensive research has been done for MPVC regarding stationary conditions and constraint…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
In this paper, we study a class of optimization problems, called Mathematical Programs with Cardinality Constraints (MPCaC). This kind of problem is generally difficult to deal with, because it involves a constraint that is not continuous…
In this paper we study constraint qualifications and optimality conditions for bilevel programming problems. We strive to derive checkable constraint qualifications in terms of problem data and applicable optimality conditions. For the…
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…
We consider nonlinear optimization problems with cardinality constraints. Based on a continuous reformulation we introduce second order necessary and sufficient optimality conditions. Under such a second order condition, we can guarantee…
Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…
It is known in the literature that local minimizers of mathematical programs with complementarity constraints (MPCCs) are so-called M-stationary points, if a weak MPCC-tailored Guignard constraint qualification (called MPCC-GCQ) holds. In…
This paper is devoted to developing and applications of a generalized differential theory of variational analysis that allows us to work in incomplete normed spaces, without employing conventional variational techniques based on…
Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any additional assumptions. In order to ensure that stationary points in this…
A long-standing open question in Integer Programming is whether integer programs with constraint matrices with bounded subdeterminants are efficiently solvable. An important special case thereof are congruency-constrained integer programs…
In this paper, we present event constraints as a new modeling paradigm that generalizes joint chance constraints from stochastic optimization to (1) enforce a constraint on the probability of satisfying a set of constraints aggregated via…
Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…
In this workshop, we present a compact but rigorous introduction to second-order optimality conditions for mathematical programs with equilibrium constraints (MPECs). We start from the classical nonlinear programming template, then explain…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…