Global optimization method for solving mathematical programs with linear complementarity constraints

DOI10.1007/S10957-004-0946-9MaRDI QIDQ1777600zbMATH OpenOpenAlexFDO

Authors Nguyen Van Thoai, Yoshitsugu Yamamoto, Akiko Yoshise

Publication date 24 May 2005

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-004-0946-9

zbMATH Keywords

global optimizationbilevel programmingequilibrium constraintsPrograms with linear complementarity constraints

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• scientific article; zbMATH DE number 4131966 (Why is no real title available?)
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.
• Convergent Algorithms for Minimizing a Concave Function
• Convex two-level optimization
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Global optimization method for solving the minimum maximal flow problem

Cited in

(13)

• Solving linear programs with complementarity constraints using branch-and-cut
• Global optimization algorithm for solving linear multiplicative programming problems
• Methods for finding global optimal solutions to linear programs with equilibrium constraints.
• A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• The global solver in the LINDO API
• DC programming techniques for solving a class of nonlinear bilevel programs
• Global optimization techniques for mixed complementarity problems
• A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience
• An enhanced logical benders approach for linear programs with complementarity constraints
• Solving linear optimization problems with max-star composition equation constraints
• Global optimization of mathematical programs with complementarity constraints and application to clean energy deployment
• Methods for finding global optimal solutions to linear programs with equilibrium constraints

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