Optimization problems with equilibrium constraints and their numerical solution.
From MaRDI portal
Variational inequalities (49J40) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Noncooperative games (91A10) Hierarchical games (including Stackelberg games) (91A65)
Recommendations
- Mathematical Programs with Equilibrium Constraints
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
- On the solution of mathematical programming problems with equilibrium constraints
Cites work
- A Generalized Mathematical Program with Equilibrium Constraints
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- A New Method for Optimal Truss Topology Design
- A nonsmooth variant of the Mangasarian-Fromovitz constraint qualification
- A nonsmooth version of Newton's method
- A sequential LCP method for bilevel linear programming
- A simple algorithm for the-linear bilevel programming problem
- A smoothing method for mathematical programs with equilibrium constraints
- A theoretical and numerical comparison of some semismooth algorithms for complementarity problems
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- An Implicit-Function Theorem for a Class of Nonsmooth Functions
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- An interior-point algorithm for nonconvex nonlinear programming
- Annotated Bibliography on Bilevel Programming and Mathematical Programs with Equilibrium Constraints
- Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
- Coderivative analysis of variational systems
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- Error bounds in mathematical programming
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Existence of optimal solutions to mathematical programs with equilibrium constraints
- Foundations of bilevel programming
- Generalized differential calculus for nonsmooth and set-valued mappings
- Generalized equations and their solutions, Part I: Basic theory
- scientific article; zbMATH DE number 996045 (Why is no real title available?)
- scientific article; zbMATH DE number 3852340 (Why is no real title available?)
- scientific article; zbMATH DE number 3928418 (Why is no real title available?)
- scientific article; zbMATH DE number 1456803 (Why is no real title available?)
- Implicit Functions, Lipschitz Maps, and Stability in Optimization
- Introduction to Piecewise Differentiable Equations
- Lipschitzian stability of constraint systems and generalized equations
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Minimization of Locally Lipschitzian Functions
- Nonlinear programming without a penalty function.
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- On mathematical programs with complementarity constraints
- On second-order subdifferentials and their applications
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- Optimization and nonsmooth analysis
- PENNON: A code for convex nonlinear and semidefinite programming
- Set-valued analysis
- Shape Optimization in Contact Problems with Coulomb Friction
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Solving mathematical programs with complementarity constraints as nonlinear programs
- Strongly Regular Generalized Equations
- The multiobjective equilibrium network design problem revisited: A simulated annealing approach
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
- The numerical realization of the Signorini problem with a given friction based on the reciprocal variational formulation
- Variational Analysis
Cited in
(19)- Sensitivity of solutions to a parametric generalized equation
- A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
- Simple bilevel programming and extensions
- Planning tank-truck hazardous materials shipments in intercity road transportation networks
- Homotopy method for a class of multiobjective optimization problems with equilibrium constraints
- Inverse truss design as a conic mathematical program with equilibrium constraints
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- An implicit formulation of mathematical program with complementarity constraints for application to robust structural optimization
- A bundle-free implicit programming approach for a class of elliptic MPECs in function space
- An MPCC approach on a Stackelberg game in an electric power market: changing the leadership
- Shape optimization in 2D contact problems with given friction and a solution-dependent coefficient of friction
- Systemic risk and security management
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- On the stability of approximate solutions to set-valued equilibrium problems
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- Exact penalty functions and calmness for mathematical programming under nonlinear perturbations
This page was built for publication: Optimization problems with equilibrium constraints and their numerical solution.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q703216)
