Mathematical Programs with Equilibrium Constraints
From MaRDI portal
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Variational inequalities (49J40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Nonlinear programming (90C30) Hierarchical games (including Stackelberg games) (91A65)
Cited in
(only showing first 100 items - show all)- Suboptimality conditions for mathematical programs with equilibrium constraints
- Multi-leader multi-follower model with aggregative uncertainty
- Bilevel programming and applications
- A bridge between bilevel programs and Nash games
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
- Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
- Optimal selection of the regularization function in a weighted total variation model. II: Algorithm, its analysis and numerical tests
- Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
- On the pervasiveness of difference-convexity in optimization and statistics
- Computing feasible points for binary MINLPs with MPECs
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Constraint qualifications and proper Pareto optimality conditions for multiobjective problems with equilibrium constraints
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Hybrid iterative method for split monotone variational inclusion problem and hierarchical fixed point problem for a finite family of nonexpansive mappings
- Solving bilevel programs with the KKT-approach
- A hybrid iterative algorithm for solving monotone variational inclusion and hierarchical fixed point problems
- Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems
- Static upper/lower thrust and kinematic work balance stationarity for least-thickness circular masonry arch optimization
- Convexification method for bilevel programs with a nonconvex Follower's problem
- MPCC: strong stability of \(m\)-stationary points
- A goal-oriented dual-weighted adaptive finite element approach for the optimal control of a nonsmooth Cahn-Hilliard-Navier-Stokes system
- Duality in multiobjective mathematical programs with equilibrium constraints
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- Entropic regularization in hierarchical games
- On M-stationary conditions and duality for multiobjective mathematical programs with vanishing constraints
- Strategic bidding in price coupled regions
- Kurdyka-Łojasiewicz exponent via inf-projection
- Strongly stable C-stationary points for mathematical programs with complementarity constraints
- VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks
- Projected viscosity subgradient methods for variational inequalities with equilibrium problem constraints in Hilbert spaces
- Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
- Linearized M-stationarity conditions for general optimization problems
- On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
- First- and second-order necessary conditions via exact penalty functions
- Tikhonov regularization for mathematical programs with generalized complementarity constraints
- Convergence of a class of penalty methods for constrained scalar set-valued optimization
- Existence of solutions and algorithms for bilevel vector equilibrium problems: an auxiliary principle technique
- Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
- Basic theoretical foundations and insights on bilevel models and their applications to power systems
- A strongly convergent subgradient extragradient-Halpern method for solving a class of bilevel pseudomonotone variational inequalities
- Error bounds for parametric polynomial systems with applications to higher-order stability analysis and convergence rates
- Viscosity method for hierarchical fixed point and variational inequalities with applications
- A new class of exact penalty functions and penalty algorithms
- On intrinsic complexity of Nash equilibrium problems and bilevel optimization
- On semi-infinite mathematical programming problems with equilibrium constraints using generalized convexity
- Projection and contraction methods for solving bilevel pseudomonotone variational inequalities
- Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression
- Conic formulation of QPCCs applied to truly sparse QPs
- Lifted stationary points of sparse optimization with complementarity constraints
- Strong stationarity conditions for a class of optimization problems governed by variational inequalities of the second kind
- Generalized proximal distances for bilevel equilibrium problems
- Necessary optimality conditions for optimal control problems with equilibrium constraints
- Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets
- A smoothing trust region filter algorithm for nonsmooth least squares problems
- Solving a location problem of a Stackelberg firm competing with Cournot-Nash firms
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- On conic QPCCs, conic QCQPs and completely positive programs
- First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
- Optimal control of the two membranes problem: optimality conditions
- A bundle-free implicit programming approach for a class of elliptic MPECs in function space
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- scientific article; zbMATH DE number 5773720 (Why is no real title available?)
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- scientific article; zbMATH DE number 3914094 (Why is no real title available?)
- On the convergence of a smoothed penalty algorithm for semi-infinite programming
- Equations on monotone graphs
- scientific article; zbMATH DE number 1086742 (Why is no real title available?)
- Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- Fully Adaptive and Integrated Numerical Methods for the Simulation and Control of Variable Density Multiphase Flows Governed by Diffuse Interface Models
- First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
- Minimal zero norm solutions of linear complementarity problems
- scientific article; zbMATH DE number 6147934 (Why is no real title available?)
- Mathematical programs with complementarity constraints in Banach spaces
- Solving mathematical programs with equilibrium constraints
- An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
- Common solution to generalized general variational-like inequality and hierarchical fixed point problems
- A half thresholding projection algorithm for sparse solutions of LCPs
- Simulation and control of a nonsmooth Cahn-Hilliard Navier-Stokes system with variable fluid densities
- Variational analysis on local sharp minima via exact penalization
- Exact augmented Lagrangian duality for mixed integer linear programming
- Directional necessary optimality conditions for bilevel programs
- Transparency and control in platforms for networked markets
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- scientific article; zbMATH DE number 7297336 (Why is no real title available?)
- A new MIP approach on the least distance problem in DEA
- Local and global analysis of multiplier methods for constrained optimization in Banach spaces
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
- Existence of equilibria in constrained discontinuous games
- Complementarity problems in structural engineering: an overview
- Hierarchical minimization problems and applications
- Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints
- Computational optimization of gas compressor stations: MINLP models versus continuous reformulations
- Complexity and approximation of the continuous network design problem
This page was built for publication: Mathematical Programs with Equilibrium Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5900136)