Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints

DOI10.1007/s10589-010-9341-7zbMath1245.90124OpenAlexW2112391156MaRDI QIDQ434165

A. L. Pogosyan, Mikhail V. Solodov, Alexey F. Izmailov

Publication date: 10 July 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9341-7

zbMATH Keywords

merit functionsecond-order sufficiencymathematical program with complementarity constraintssemismooth Newton method\(BD\)-regularity

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (14)

Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints ⋮ Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments ⋮ A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ Active-set Newton methods for mathematical programs with vanishing constraints ⋮ The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization ⋮ On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization ⋮ The demand adjustment problem via inexact restoration method ⋮ Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints ⋮ Analysis of Highly Accurate Finite Element Based Algorithms for Computing Distances to Level Sets ⋮ A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems ⋮ Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption ⋮ Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints ⋮ Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method ⋮ The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

Uses Software

• MacMPEC

Cites Work

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