A new regularization scheme for mathematical programs with complementarity constraints

DOI10.1137/070705490MaRDI QIDQ5189552zbMATH OpenOpenAlexFDO

Authors Abdeslam Kadrani, Jean-Pierre Dussault, Abdelhamid Benchakroun

Publication date 17 March 2010

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

Full work available at URL https://doi.org/10.1137/070705490

zbMATH Keywords

regularizationnonlinear programmingnumerical examplesLagrange multiplierscomplementarity constraintsMPCCKarush-Kuhn-Tucker multipliers

Mathematics Subject Classification ID

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

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Cited in

(40)

• A study of one-parameter regularization methods for mathematical programs with vanishing constraints
• One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties
• Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
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• A regularization Newton method for mixed complementarity problems
• scientific article; zbMATH DE number 7652682 (Why is no real title available?)
• Relaxed method for optimization problems with cardinality constraints
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
• 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 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
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• Smoothing and regularization strategies for optimization of hybrid dynamic systems
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
• 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
• On linear problems with complementarity constraints
• Proximal penalty method for sparse optimization with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• A globally convergent algorithm for MPCC
• 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
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• On mathematical programs with sign constraints and their applications in regularization theory
• A strong convergent smoothing regularization method for mathematical programs with complementarity constraints
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Some applications of the iterative regularization principle to mathematical programming problems
• Relaxation schemes for mathematical programmes with switching constraints
• Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
• Improved convergence properties of the Lin-Fukushima-regularization method for mathematical programs with complementarity constraints
• On approximate stationary points of the regularized mathematical program with complementarity 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
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods

Describes a project that uses

Uses Software

• MacMPEC

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