A robust SQP method for mathematical programs with linear complementarity constraints

DOI10.1007/S10589-005-3075-YMaRDI QIDQ2506190zbMATH OpenOpenAlexFDO

Authors Georgia Perakis, Jie Sun, Xinwei Liu

Publication date 28 September 2006

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-005-3075-y

zbMATH Keywords

mathematical programs with equilibrium constraintsconstraint qualificationnondegeneracysequential quadratic programming, complementarity

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

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• A Robust Algorithm for Optimization with General Equality and Inequality Constraints
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• A robust sequential quadratic programming method
• A robust trust region algorithm for solving general nonlinear programming
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• How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• On the convergence of a new trust region algorithm
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints

Cited in

(15)

• scientific article; zbMATH DE number 6263728 (Why is no real title available?)
• How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
• A trust-region filter-SQP method for mathematical programs with linear complementarity constraints
• Three modeling paradigms in mathematical programming
• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• Lifting mathematical programs with complementarity constraints
• A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
• An SQP method for mathematical programs with complementarity constraints with strong convergence properties.
• scientific article; zbMATH DE number 6129816 (Why is no real title available?)
• Convexification techniques for linear complementarity constraints
• Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
• A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
• MPEC methods for bilevel optimization problems
• A strongly and superlinearly convergent SQP algorithm for optimization problems with linear complementarity constraints
• A survey of nonlinear robust optimization

Describes a project that uses

Uses Software

• OPECgen

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