A three-dimension null-space approach for mathematical programs with equilibrium constraints.

DOI10.1016/S0096-3003(03)00079-1MaRDI QIDQ1427909zbMATH OpenDBLPWikidataFDO

Authors D. Massart, Pu-Yan Nie

Publication date 14 March 2004

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(03)00079-1

zbMATH Keywords

Complementarity constraintsConvergeMathematical programs with equilibrium constraints (MPECs)Null-space methods

Mathematics Subject Classification ID

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

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Cites work

• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A trust region method based on interior point techniques for nonlinear programming.
• A Trust Region Method for Nonlinear Programming Based on Primal Interior-Point Techniques
• An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• New relaxation method for mathematical programs with complementarity constraints
• On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization
• Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
• The penalty interior-point method fails to converge

Cited in

(2)

• Review of formulations for structural and mechanical system optimization
• Dynamic feedback Stackelberg games with non-unique solutions

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