Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties

DOI10.1007/S10107-006-0005-4zbMath1119.90050OpenAlexW2087472326MaRDI QIDQ879968

Mihai Anitescu, Paul Tseng, Stephen J. Wright

Publication date: 10 May 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0005-4

zbMATH Keywords

Nonlinear programmingM-stationarityC-stationarityComplementarity constraintsElastic-mode formulationEquilibrium constraintsStrong stationarity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• AMPL
• MacMPEC

Cites Work

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• Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
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• New relaxation method for mathematical programs with complementarity constraints
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• Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
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• An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
• Critical sets in parametric optimization
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Some properties of regularization and penalization schemes for MPECs
• Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
• How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
• Nonlinear programming without a penalty function.

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