An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints (Q2902877)

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An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints
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    An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints (English)
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    22 August 2012
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    \(\ell_1\)-penalty function
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    complementarity constraints
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    MFCQ
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    elastic variables
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    symmetric indefinite factorization
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