Relaxation schemes for mathematical programmes with switching constraints (Q5865340): Difference between revisions

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scientific article; zbMATH DE number 7540589

Language	Label	Description	Also known as
English	Relaxation schemes for mathematical programmes with switching constraints	scientific article; zbMATH DE number 7540589

Statements

scholarly article

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Relaxation schemes for mathematical programmes with switching constraints (English)

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Christian Kanzow

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Patrick Mehlitz

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Optimization Methods and Software

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publication date

13 June 2022

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full work available at URL

https://arxiv.org/abs/1809.02388

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zbMATH Keywords

constraint qualifications

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mathematical programme with switching constraints

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relaxation methods

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global convergence

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications

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On a relaxation method for mathematical programs with vanishing constraints

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Solving optimal control problems with terminal complementarity constraints via Scholtes' relaxation scheme

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Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization

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Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method

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Optimization and nonsmooth analysis

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Nonconvex penalization of switching control of partial differential equations

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Benchmarking optimization software with performance profiles.

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Approximated perspective relaxations: a project and lift approach

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SDP diagonalizations and perspective cuts for a class of nonseparable MIQP

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SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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Optimal switching boundary control of a string to rest in finite time

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Relaxation methods for mixed-integer optimal control of partial differential equations

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Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications

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Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints

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Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties

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Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints

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A New Regularization Scheme for Mathematical Programs with Complementarity Constraints

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A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties

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Switching in systems and control

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Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming

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Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results

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On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods

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Variational Analysis

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Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

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Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints

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Optimal control of a diffusion/reaction/switching system

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A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints

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Recent advances in mathematical programming with semi-continuous variables and cardinality constraint

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Time optimal controls of semilinear heat equation with switching control

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Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints

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Switching control

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Identifiers

zbMATH Open document ID

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10.1080/10556788.2019.1663425

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5865340

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