Exact Penalization of Mathematical Programs with Equilibrium Constraints

DOI10.1137/S0363012996306121MaRDI QIDQ4253004zbMATH OpenFDO

Authors Stefan Scholtes, Michael Stöhr

Publication date 24 June 1999

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

Full work available at URL https://doi.org/10.1137/S0363012996306121

zbMATH Keywords

sequential quadratic programmingerror boundtrust regionmathematical program with equilibrium constraintspiecewise smoothexact penalizationbilevel programMangasarian-Fromovitz constraint qualification\(\ell_1\) penalty function

Mathematics Subject Classification ID

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

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• An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• The exact penalty principle
• Review of formulations for structural and mechanical system optimization
• New relaxation method for mathematical programs with complementarity constraints
• Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints
• Smoothing method for mathematical programs with symmetric cone complementarity constraints
• A perturbation approach for an inverse quadratic programming problem over second-order cones
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• A robust SQP method for mathematical programs with linear complementarity constraints
• On efficiency conditions for nonsmooth vector equilibrium problems with equilibrium constraints
• Newton-type method for a class of mathematical programs with complementarity constraints
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