Mariana da Rosa

On the boundedness of multipliers in augmented Lagrangian methods for mathematical programs with complementarity constraints

  • Roberto Andreani
  • Mariana da Rosa
  • Leonardo D. Secchin
    • Categories Nonlinear Optimization Tags , , ,

    In this paper, we present a theoretical analysis of augmented Lagrangian (AL) methods applied to mathematical programs with complementarity constraints (MPCCs). Our focus is on a variant that reformulates the complementarity constraints using slack variables, where these constraints are handled directly in the subproblems rather than being penalized. We introduce specialized constraint qualifications (CQs) of … Read more

    A new constant-rank-type condition related to MFCQ and local error bounds

  • Roberto Andreani
  • Mariana da Rosa
  • Leonardo D. Secchin
    • Categories Nonlinear Optimization

    Constraint qualifications (CQs) are fundamental for understanding the geometry of feasible sets and for ensuring the validity of optimality conditions in nonlinear programming. A known idea is that constant-rank type CQs allow one to modify the description feasible set, by eliminating redundant constraints, so that the Mangasarian-Fromovitz CQ (MFCQ) holds. Traditionally, such modifications, called reductions … Read more