Displaying similar documents to “A sensitivity result for quadratic second-order cone programming and its application”

Second-order optimality conditions for nondominated solutions of multiobjective programming with C 1 , 1 data

Liping Liu, Pekka Neittaanmäki, Michal Křížek (2000)

Applications of Mathematics

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We examine new second-order necessary conditions and sufficient conditions which characterize nondominated solutions of a generalized constrained multiobjective programming problem. The vector-valued criterion function as well as constraint functions are supposed to be from the class C 1 , 1 . Second-order optimality conditions for local Pareto solutions are derived as a special case.

Unified duality for vector optimization problem over cones involving support functions

Surjeet Kaur Suneja, Pooja Louhan (2014)

RAIRO - Operations Research - Recherche Opérationnelle

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In this paper we give necessary and sufficient optimality conditions for a vector optimization problem over cones involving support functions in objective as well as constraints, using cone-convex and other related functions. We also associate a unified dual to the primal problem and establish weak, strong and converse duality results. A number of previously studied problems appear as special cases.

An SQP method for mathematical programs with complementarity constraints with strong convergence properties

Matus Benko, Helmut Gfrerer (2016)

Kybernetika

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We propose an SQP algorithm for mathematical programs with complementarity constraints which solves at each iteration a quadratic program with linear complementarity constraints. We demonstrate how strongly M-stationary solutions of this quadratic program can be obtained by an active set method without using enumeration techniques. We show that all limit points of the sequence of iterates generated by our SQP method are at least M-stationary.

Reformulations in Mathematical Programming: Definitions and Systematics

Leo Liberti (2009)

RAIRO - Operations Research

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A reformulation of a mathematical program is a formulation which shares some properties with, but is in some sense better than, the original program. Reformulations are important with respect to the choice and efficiency of the solution algorithms; furthermore, it is desirable that reformulations can be carried out automatically. Reformulation techniques are widespread in mathematical programming but interestingly they have never been studied under a unified framework. This paper attempts...