Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs (Q2693641)

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English	Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs	scientific article

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scholarly article

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Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs (English)

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Uday V. Shanbhag

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Farzad Yousefian

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Mathematical Programming. Series A. Series B

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publication date

24 March 2023

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full work available at URL

https://arxiv.org/abs/2104.08406

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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An implicit programming approach for the road pricing problem with nonadditive route costs

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On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints

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Convex two-level optimization

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Introduction to Nonlinear Optimization

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First-Order Methods in Optimization

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Shape Optimization in Contact Problems with Coulomb Friction

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A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization

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Smoothing methods for nonsmooth, nonconvex minimization

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Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models

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Introduction to Derivative-Free Optimization

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On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems

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A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints

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A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application

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Randomized Smoothing for Stochastic Optimization

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Stochastic structural topology optimization: discretization and penalty function approach

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A smoothing method for mathematical programs with equilibrium constraints

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Finite-Dimensional Variational Inequalities and Complementarity Problems

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Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints

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Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming

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Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization

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Optimization of lipschitz continuous functions

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A bundle-free implicit programming approach for a class of elliptic MPECs in function space

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Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities

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Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs

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Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints

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Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem

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Solving variational inequalities with Stochastic Mirror-Prox algorithm

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AN IMPLICIT FORMULATION OF MATHEMATICAL PROGRAM WITH COMPLEMENTARITY CONSTRAINTS FOR APPLICATION TO ROBUST STRUCTURAL OPTIMIZATION

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A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints

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Optimization problems with equilibrium constraints and their numerical solution.

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Inverse truss design as a conic mathematical program with equilibrium constraints

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Decentralized Resource Allocation in Dynamic Networks of Agents

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An MPEC approach to second-best toll pricing.

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Interior Methods for Mathematical Programs with Complementarity Constraints

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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization

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A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems

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CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS

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Mathematical Programs with Equilibrium Constraints

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Nondifferential optimization via adaptive smoothing

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Multilevel optimization: algorithms and applications

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Characterizations of linear suboptimality for mathematical programs with equilibrium constraints

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A mathematical programming approach for determining oligopolistic market equilibrium

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Robust Stochastic Approximation Approach to Stochastic Programming

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Random gradient-free minimization of convex functions

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Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results

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A numerical approach to optimization problems with variational inequality constraints

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On Optimization Problems with Variational Inequality Constraints

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Stochastic mathematical programs with equilibrium constraints

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An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)

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A Stochastic Approximation Method

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Stochastic variational inequalities: single-stage to multistage

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Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

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Stochastic programming with equilibrium constraints

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Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation

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A Multiple Leader Stackelberg Model and Analysis

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Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations

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Analysis on the forward market equilibrium model

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A polyhedral branch-and-cut approach to global optimization

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An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints

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Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging

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On stochastic gradient and subgradient methods with adaptive steplength sequences

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On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

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Identifiers

10.1007/s10107-022-01893-6

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2693641

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