Lower-order penalty methods for mathematical programs with complementarity constraints
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Cites work
- A smoothing method for mathematical programs with equilibrium constraints
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
- 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
- Error bounds in mathematical programming
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- On Optimization Problems with Variational Inequality Constraints
- On the continuity of the minimum set of a continuous function
- Proximal analysis and minimization principles
Cited in
(21)- Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
- Calmness and exact penalization in constrained scalar set-valued optimization
- A power penalty method for second-order cone linear complementarity problems
- On linear problems with complementarity constraints
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems
- Convergence of a class of penalty methods for constrained scalar set-valued optimization
- Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
- An objective penalty function of bilevel programming
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- A quadratic objective penalty function for bilevel programming
- A power penalty method for second-order cone nonlinear complementarity problems
- Solving mathematical programs with equilibrium constraints
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
- A penalty method for solving the MPCC problem
- Feasible method for generalized semi-infinite programming
- A smoothing method for zero--one constrained extremum problems
- Application of general semi-infinite programming to lapidary cutting problems
- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
- Lower-order penalization approach to nonlinear semidefinite programming
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