Some properties of regularization and penalization schemes for MPECs

DOI10.1080/10556780410001709439zbMath1097.90054OpenAlexW2133314983MaRDI QIDQ4657706

Stephen J. Wright, Daniel Ralph

Publication date: 14 March 2005

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780410001709439

zbMATH Keywords

nonlinear programmingcomplementarity constraintsequilibrium constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Other game-theoretic models (91A40)

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Uses Software

• MacMPEC

Cites Work

• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• A smoothing method for mathematical programs with equilibrium constraints
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
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• An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.