Interior Methods for Mathematical Programs with Complementarity Constraints
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- An SOS1-based approach for solving MPECs with a natural gas market application
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- Solving linear programs with complementarity constraints using branch-and-cut
- An augmented Lagrangian filter method
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- A pivoting algorithm for linear programming with linear complementarity constraints
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- Finite elements with switch detection for direct optimal control of nonsmooth systems
- The penalty interior-point method fails to converge
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Conic approximation to quadratic optimization with linear complementarity constraints
- A regularized variance-reduced modified extragradient method for stochastic hierarchical games
- Three modeling paradigms in mathematical programming
- Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks
- A penalty-interior-point algorithm for nonlinear constrained optimization
- Bilevel programming and applications
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Modeling design and control problems involving neural network surrogates
- LCQPow: a solver for linear complementarity quadratic programs
- A line search exact penalty method using steering rules
- 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
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- Signal and image approximation with level-set constraints
- The bilevel optimisation of a multi-agent project scheduling and staffing problem
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Smoothing and regularization strategies for optimization of hybrid dynamic systems
- 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
- Interior point methods for solving Pareto eigenvalue complementarity problems
- Coupled versus decoupled penalization of control complementarity constraints
- Strongly stable C-stationary points for mathematical programs with complementarity constraints
- On linear problems with complementarity constraints
- Derivative-free optimization and filter methods to solve nonlinear constrained problems
- Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
- A globally convergent algorithm for MPCC
- MPCC: strong stability of weakly nondegenerate S-stationary points
- Feasibility problems with complementarity constraints
- Infeasible constraint-reduced interior-point methods for linear optimization
- A penalty method for nonlinear programs with set exclusion constraints
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- MPCC: strong stability of \(m\)-stationary points
- The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
- Interior-point algorithms, penalty methods and equilibrium problems
- A note on error estimates for some interior penalty methods
- Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
- An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
- An enhanced logical benders approach for linear programs with complementarity constraints
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
- MPEC methods for bilevel optimization problems
- A local search method for optimization problem with d.c. inequality constraints
- Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
- A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
- Algorithms for linear programming with linear complementarity constraints
- An interior-point piecewise linear penalty method for nonlinear programming
- On the time transformation of mixed integer optimal control problems using a consistent fixed integer control function
- Facial approach for constructing stationary points for mathematical programs with cone complementarity constraints
- On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
- An \(\ell_1\) elastic interior-point method for mathematical programs with complementarity constraints
- A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
- A robust combined trust region-line search exact penalty projected structured scheme for constrained nonlinear least squares
- A survey of nonlinear robust optimization
- Steering exact penalty methods for nonlinear programming
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