We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x) Ix E M}, where M = {x E N"lhi(x ) = 0, i = 1,...,m, G(x,y) /> 0, y E Y(x)} ...
Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. These conditions are sati...
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the...