A modified relaxation scheme for mathematical programs with complementarity constraints

DOI10.1007/S10479-004-5024-ZMaRDI QIDQ1772964zbMATH OpenOpenAlexFDO

Authors Gui-Huan Lin, Masao Fukushima

Publication date 22 April 2005

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-004-5024-z

zbMATH Keywords

mathematical program with complementarity constraintsnondegeneracyupper level strict complementarity(B-, M-, C-)stationarity(MPEC-)linear independence constraint qualificationweak second-order necessary conditions

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• New relaxation method for mathematical programs with complementarity constraints
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Modified relaxation method for mathematical programs with complementarity constraints
• A new relaxation method for mathematical programs with nonlinear complementarity constraints
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints

Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• scientific article; zbMATH DE number 1424524 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A numerical approach to optimization problems with variational inequality constraints
• A smoothing method for a mathematical program with P-matrix linear complementarity constraints
• A smoothing method for mathematical programs with equilibrium 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
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• New relaxation method for mathematical programs with complementarity constraints
• On Optimization Problems with Variational Inequality Constraints
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
• The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

Cited in

(55)

• A locally smoothing method for mathematical programs with complementarity constraints
• Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints
• A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost
• One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties
• A smoothing approach for solving transportation problem with road toll pricing and capacity expansions
• scientific article; zbMATH DE number 6263728 (Why is no real title available?)
• A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
• Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
• Application of general semi-infinite programming to lapidary cutting problems
• A modified explicit algorithm based relaxation strategy for solving semi-infinite programming problems
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• A note on the sample average approximation method for stochastic 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
• A perturbation-based approach for continuous network design problem with emissions
• A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
• Tikhonov regularization for mathematical programs with generalized complementarity constraints
• MPCC strategies for nonsmooth nonlinear programs
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• Coordinate relaxation methods for multivalued complementarity problems
• A new relaxation method for mathematical programs with nonlinear complementarity constraints
• On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Feasible method for generalized semi-infinite programming
• New reformulations for stochastic nonlinear complementarity problems
• Convergence analysis of a regularized sample average approximation method for stochastic mathematical programs with complementarity constraints
• On linear problems with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs 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
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
• Partial augmented Lagrangian method and mathematical programs with complementarity constraints
• Convergence properties of a smoothing approach for mathematical programs with second-order cone complementarity constraints
• Planning tank-truck hazardous materials shipments in intercity road transportation networks
• A majorized penalty approach to inverse linear second order cone programming problems
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• A new smoothing scheme for mathematical programs with complementarity constraints
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Approximate Karush-Kuhn-Tucker condition for multi-objective optimistic bilevel programming problems
• Second-order optimality conditions for mathematical programs with equilibrium constraints
• Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
• An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
• A perturbation approach for a type of inverse linear programming problems
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
• A perturbation approach for an inverse quadratic programming problem
• New relaxation method for mathematical programs with complementarity constraints
• Smoothing method for mathematical programs with symmetric cone complementarity constraints
• 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
• The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function

This page was built for publication: A modified relaxation scheme for mathematical programs with complementarity constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1772964)