A globally convergent algorithm for MPCC
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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) Methods of reduced gradient type (90C52)
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Cites work
- scientific article; zbMATH DE number 3744430 (Why is no real title available?)
- scientific article; zbMATH DE number 1163113 (Why is no real title available?)
- scientific article; zbMATH DE number 1424524 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
- A modified relaxation scheme for mathematical programs with complementarity constraints
- A new regularization scheme for mathematical programs with complementarity constraints
- A smoothing method for mathematical programs with equilibrium constraints
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
- Benchmarking optimization software with performance profiles.
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Some properties of regularization and penalization schemes for MPECs
Cited in
(8)- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- On linear problems with complementarity constraints
- A penalty method and a regularization strategy to solve MPCC
- A DCA for MPCCs converging to a S-stationary point
- Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations
- A penalty method for solving the MPCC problem
- On approximate stationary points of the regularized mathematical program with complementarity constraints
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