A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints

DOI10.1137/090748883MaRDI QIDQ3083298zbMATH OpenOpenAlexFDO

Authors S. Steffensen, Michael Ulbrich

Publication date 21 March 2011

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/090748883

zbMATH Keywords

relaxationconstraint qualificationnonlinear programstrong stationaritycomplementarity constraintmathematical program with equilibrium constraints (MPEC)Clarke-stationarityMordukhovich-stationarity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
• A new regularization scheme for mathematical programs with complementarity constraints
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• Tikhonov regularization for mathematical programs with generalized complementarity constraints
• Relaxation approach for equilibrium problems with equilibrium constraints
• scientific article; zbMATH DE number 6612219

Cited in

(49)

• Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
• A study of one-parameter regularization methods for mathematical programs with vanishing constraints
• A comparison of solution approaches for the numerical treatment of or-constrained optimization problems
• A locally smoothing method for mathematical programs with complementarity constraints
• One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties
• An SOS1-based approach for solving MPECs with a natural gas market application
• A relaxation approach to vector-valued Allen-Cahn MPEC problems
• A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
• An Approximation Scheme for Distributionally Robust Nonlinear Optimization
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• A Benders decomposition method for discretely-constrained mathematical programs with equilibrium constraints
• On solving difference of convex functions programs with linear complementarity constraints
• Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
• MPCC strategies for nonsmooth nonlinear programs
• Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
• A modified relaxation scheme for mathematical programs with complementarity constraints
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• Mathematical programs with vanishing constraints: critical point theory
• Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
• Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Relaxation methods for pessimistic bilevel optimization
• Newton hard-thresholding pursuit for sparse linear complementarity problem via a new merit function
• On linear problems with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• Bilevel programming for price-based electricity auctions: a revenue-constrained case
• Relaxation approaches for nonlinear sparse optimization problems
• Enhanced models and improved solution for competitive biofuel supply chain design under land use constraints
• Augmented Lagrangian neural network for solving mathematical programs with equilibrium constraints
• Comparing one-parametric schemes for solving mathematical programs with complementarity constraints: limit points, continuation and numerical experiences
• Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
• First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
• Sequential optimality conditions for cardinality-constrained optimization problems with applications
• Relaxation approach for equilibrium problems with equilibrium constraints
• Efficient automated schematic map drawing using multiobjective mixed integer programming
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Solving quadratic multi-leader-follower games by smoothing the follower's best response
• A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
• Optimal control of quasistatic plasticity with linear kinematic hardening II: regularization and differentiability
• Relaxation schemes for mathematical programmes with switching constraints
• New relaxation method for mathematical programs with complementarity constraints
• Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
• Modified relaxation method for mathematical programs with complementarity constraints
• On approximate stationary points of the regularized mathematical program with complementarity constraints
• A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
• Projected gradient descent accumulates at Bouligand stationary points
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function

Describes a project that uses

Uses Software

• MacMPEC

This page was built for publication: A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083298)