A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
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Cites work
- scientific article; zbMATH DE number 895182 (Why is no real title available?)
- scientific article; zbMATH DE number 1424524 (Why is no real title available?)
- A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A smoothing method for mathematical programs with equilibrium constraints
- An exterior point method for computing points that satisfy second-order necessary conditions for a \(C^{1,1}\) optimization problem
- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
- OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
- On Optimization Problems with Variational Inequality Constraints
- On second-order directional derivatives
- On the continuity of the minimum set of a continuous function
- Set-valued analysis
Cited in
(35)- Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method
- Gauss-Seidel method for multi-leader-follower games
- Convergence of a class of penalty methods for constrained scalar set-valued optimization
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- An objective penalty function of bilevel programming
- A log-exponential smoothing method for mathematical programs with complementarity constraints
- Hybrid approach with active set identification for mathematical programs with complementarity 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
- Lower-order penalty methods for mathematical programs with complementarity constraints
- Tikhonov regularization for mathematical programs with generalized complementarity constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- Lifting mathematical programs with complementarity constraints
- MPCC strategies for nonsmooth nonlinear programs
- A modified relaxation scheme for mathematical programs with complementarity constraints
- On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
- On constraint qualifications for mathematical programs with mixed complementarity constraints
- Coupled versus decoupled penalization of control complementarity constraints
- Proximal penalty method for sparse optimization with complementarity constraints
- A globally convergent algorithm for MPCC
- Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- On the convergence of a perturbation approach for a class of optimization problems with complementarity constraints
- A quadratic objective penalty function for bilevel programming
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
- Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations
- A penalty method for solving the MPCC problem
- An \(\ell_1\) elastic interior-point method for mathematical programs with complementarity constraints
- Global optimization of mathematical programs with complementarity constraints and application to clean energy deployment
- On mathematical programs with complementarity constraints
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