3 papers
math.OC2023
Sensitivity analysis of the maximal value function with applications in nonconvex minimax programs
L. Guo, J. J. Ye, J. Zhang
In this paper, we perform sensitivity analysis for the maximal value function which is the optimal value function for a parametric maximization problem. Our aim is to study various…
math.OC2017
Necessary Optimality Conditions and Exact Penalization for Non-Lipschitz Nonlinear Programs
Lei Guo, Jane J. Ye
When the objective function is not locally Lipschitz, constraint qualifications are no longer sufficient for Karush-Kuhn-Tucker (KKT) conditions to hold at a local minimizer, let a…
math.OC2016
Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints
Lei Guo, Jane Ye
This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibri…