Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints (Q4687232)

scientific article; zbMATH DE number 6951731

Language	Label	Description	Also known as
English	Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints	scientific article; zbMATH DE number 6951731

Statements

instance of

scholarly article

0 references

title

Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints (English)

0 references

0 references

0 references

0 references

SIAM Journal on Optimization

0 references

publication date

11 October 2018

0 references

zbMATH Keywords

mathematical programs with complementarity constraints

0 references

second order methods

0 references

M-stationarity

0 references

describes a project that uses

ALGENCAN

0 references

TANGO

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Second-order negative-curvature methods for box-constrained and general constrained optimization

0 references

On Augmented Lagrangian Methods with General Lower-Level Constraints

0 references

Nonlinear-programming reformulation of the order-value optimization problem

0 references

On sequential optimality conditions for smooth constrained optimization

0 references

A second-order sequential optimality condition associated to the convergence of optimization algorithms

0 references

A relaxed constant positive linear dependence constraint qualification and applications

0 references

A Cone-Continuity Constraint Qualification and Algorithmic Consequences

0 references

Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints

0 references

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

0 references

Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties

0 references

Improving ultimate convergence of an augmented Lagrangian method

0 references

Practical Augmented Lagrangian Methods for Constrained Optimization

0 references

Large-scale active-set box-constrained optimization method with spectral projected gradients

0 references

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

0 references

Inexact spectral projected gradient methods on convex sets

0 references

Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints

0 references

A smoothing method for mathematical programs with equilibrium constraints

0 references

Engineering and Economic Applications of Complementarity Problems

0 references

On the Guignard constraint qualification for mathematical programs with equilibrium constraints

0 references

A direct proof for M-stationarity under MPEC-GCQ for mathematical programs with equilibrium constraints

0 references

Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints

0 references

Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints

0 references

Second-order optimality conditions for mathematical programs with equilibrium constraints

0 references

An MPEC reformulation of an EPEC model for electricity markets

0 references

Multiplier and gradient methods

0 references

Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints

0 references

Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints

0 references

Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints

0 references

A New Regularization Scheme for Mathematical Programs with Complementarity Constraints

0 references

A globally convergent algorithm for MPCC

0 references

Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results

0 references

A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties

0 references

The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

0 references

Interior Methods for Mathematical Programs with Complementarity Constraints

0 references

A modified relaxation scheme for mathematical programs with complementarity constraints

0 references

Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.

0 references

Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints

0 references

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

0 references

Q4909622

0 references

Jacobi Correction Equation, Line Search, and Conjugate Gradients in Hermitian Eigenvalue Computation I: Computing an Extreme Eigenvalue

0 references

Q5590418

0 references

Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming

0 references

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

0 references

Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints

0 references

A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints

0 references

Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints

0 references

Lower-order penalty methods for mathematical programs with complementarity constraints

0 references

Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints

0 references

full work available at URL

https://doi.org/10.1137/17m1125698

0 references

Identifiers

zbMATH Open document ID

1406.90114

0 references

DOI

10.1137/17M1125698

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4687232