Lifting mathematical programs with complementarity constraints

DOI10.1007/S10107-010-0345-YMaRDI QIDQ662308zbMATH OpenOpenAlexFDO

Authors Oliver Stein

Publication date 22 February 2012

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-010-0345-y

zbMATH Keywords

regularizationliftingComplementary constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• scientific article; zbMATH DE number 1163113 (Why is no real title available?)
• scientific article; zbMATH DE number 1424524 (Why is no real title available?)
• A QP-free constrained Newton-type method for variational inequality problems
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.
• A robust SQP method for mathematical programs with linear complementarity constraints
• A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Critical sets in parametric optimization
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Interior-point algorithms, penalty methods and equilibrium problems
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• MPCC: critical point theory
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• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• On inertia and Schur complement in optimization
• On stability of the feasible set of a mathematical problem with complementarity problems
• Schur complements and statistics
• Some properties of regularization and penalization schemes for MPECs
• Tilt Stability of a Local Minimum

Cited in

(20)

• A locally smoothing method for mathematical programs with complementarity constraints
• Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
• Lifted stationary points of sparse optimization with complementarity constraints
• scientific article; zbMATH DE number 123958 (Why is no real title available?)
• The Josephy-Newton method for semismooth generalized equations and semismooth SQP for optimization
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Feasible method for generalized semi-infinite programming
• The demand adjustment problem via inexact restoration method
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• MPCC: strong stability of weakly nondegenerate S-stationary points
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Optimality conditions for mathematical programs with orthogonality type constraints
• How to solve a semi-infinite optimization problem
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
• Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption
• On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
• The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets

Describes a project that uses

Uses Software

• OPECgen
• MacMPEC

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