Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
From MaRDI portal
Publication:1266208
zbMath0947.90093MaRDI QIDQ1266208
Jochem Zowe, Michal Kočvara, Jiří V. Outrata
Publication date: 7 September 1998
Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)
equilibrium constraintsoptimum shape designeconomic modellingnonsmooth objective functionbundle method of nonsmooth optimization
Nonconvex programming, global optimization (90C26) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
A canonical duality approach for the solution of affine quasi-variational inequalities, Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets, Exact penalty results for mathematical programs with vanishing constraints, Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints, On conic QPCCs, conic QCQPs and completely positive programs, Feasibility problems with complementarity constraints, On Cournot-Nash-Walras equilibria and their computation, Solving ill-posed bilevel programs, Models and a relaxation algorithm for continuous network design problem with a tradable credit scheme and equity constraints, Relaxation approach for equilibrium problems with equilibrium constraints, Global convergence of a smooth approximation method for mathematical programs with complementarity constraints, An optimal scheme for toll pricing problem, On the multiplier-penalty-approach for quasi-variational inequalities, 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, Implicit multifunction theorems in complete metric spaces, Globally convergent limited memory bundle method for large-scale nonsmooth optimization, Semi-infinite programming, Second-order optimality conditions for mathematical programs with equilibrium constraints, A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints, A semismooth Newton method for a class of semilinear optimal control problems with box and volume constraints, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Three modeling paradigms in mathematical programming, Optimization of a nonlinear area traffic control system with elastic demand, Multi-step hybrid viscosity method for systems of variational inequalities defined over sets of solutions of an equilibrium problem and fixed point problems, A globally convergent iterative scheme for toll design network with signal settings, A note on equilibria for two-tier supply chains with a single manufacturer and multiple retailers, A novel algorithm for area traffic capacity control with elastic travel demands, Natural gas bilevel cash-out problem: convergence of a penalty function method, Optimization of structures in frictional contact, A system of nonsmooth equations solver based upon subgradient method, A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints, Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints, On globally stable singular truss topologies, Review of formulations for structural and mechanical system optimization, On simultaneous optimization of truss geometry and topology, A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs, Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems, Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints, Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints, First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints, Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications, A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities, A shared-constraint approach to multi-leader multi-follower games, Semicontinuity of solution sets to parametric quasivariational inclusions with applications to traffic networks. I: Upper semicontinuities, On optimal control of a sweeping process coupled with an ordinary differential equation, Branch-and-sandwich: a deterministic global optimization algorithm for optimistic bilevel programming problems. I: theoretical development, Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property, Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints, Is bilevel programming a special case of a mathematical program with complementarity constraints?, Lifting mathematical programs with complementarity constraints, On a smooth dual gap function for a class of quasi-variational inequalities, Iterative methods for triple hierarchical variational inequalities in Hilbert spaces, A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints, A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem, Solving mathematical programs with equilibrium constraints, A cutting plane projection method for bi-level area traffic control optimization with uncertain travel demand, An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities, Diagonal bundle method for nonsmooth sparse optimization, The semismooth Newton method for the solution of quasi-variational inequalities, An efficient search algorithm for road network optimization, Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints, Existence of minimizers and necessary conditions in set-valued optimization with equilibrium constraints., First- and second-order optimality conditions for mathematical programs with vanishing constraints., Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality, A quasisecant method for solving a system of nonsmooth equations, Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization, Subgradients of marginal functions in parametric mathematical programming, Generalized Nash equilibrium problems and Newton methods, Optimization methods and stability of inclusions in Banach spaces, Multiobjective optimization problems with equilibrium constraints, On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory, Simultaneously optimizing link tolls and signal settings in a road network, Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging, Stochastic mathematical programs with hybrid equilibrium constraints, Active set algorithm for mathematical programs with linear complementarity constraints, Optimization problems with equilibrium constraints and their numerical solution., Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints, A comparative study of various notions of approximation of sets, Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints, Exact penalty functions and calmness for mathematical programming under nonlinear perturbations, An optimization model for area traffic control with link tolls, A descent framework for linked signal system with network flows, Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints, Optimization for signal setting problems using non-smooth techniques, Optimization of limited network capacity with toll settings, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, On relaxing the Mangasarian-Fromovitz constraint qualification, First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints, Contact problems with nonmonotone friction: Discretization and numerical realization, Bilevel programming for price-based electricity auctions: a revenue-constrained case, Characterizations of linear suboptimality for mathematical programs with equilibrium constraints, Competitive facility location on decentralized supply chains, Codifferential calculus, A non-smooth model for signalized road network design problems, Bi-level programming model of container port game in the container transport supernetwork, A new Abadie-type constraint qualification for general optimization problems, Bilevel optimization for calibrating point spread functions in blind deconvolution, On the solution of convex bilevel optimization problems, Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming, Comparing different nonsmooth minimization methods and software, Simulation and Control of a Nonsmooth Cahn–Hilliard Navier–Stokes System with Variable Fluid Densities, A new trust region method for nonsmooth nonconvex optimization, First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints, A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions, An ℓ 1-Penalty Scheme for the Optimal Control of Elliptic Variational Inequalities, Optimal Control Problems with Terminal Complementarity Constraints, On generalized Nash games and variational inequalities, Bilevel Optimization: Reformulation and First Optimality Conditions, Generic Property of the Partial Calmness Condition for Bilevel Programming Problems, Unnamed Item, Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators, An augmented Lagrangian method for optimization problems with structured geometric constraints, Bilevel Polynomial Programs and Semidefinite Relaxation Methods, On the generalized Jacobian of the inverse of a Lipschitzian mapping, On optimality conditions and duality for multiobjective optimization with equilibrium constraints, Relaxed constant positive linear dependence constraint qualification for disjunctive systems, Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems, Solving Nonsmooth Bi-Objective Environmental andEconomic Dispatch Problem using Smoothing Techniques, Semismoothness for Solution Operators of Obstacle-Type Variational Inequalities with Applications in Optimal Control, On the Role of a Market Maker in Networked Cournot Competition, Newton-type methods for constrained optimization with nonregular constraints, New constraint qualifications for mathematical programs with second-order cone complementarity constraints, On the SCD semismooth* Newton method for generalized equations with application to a class of static contact problems with Coulomb friction, A modified steepest descent method for solving non-smooth inverse problems, Estimates for coderivative of solution map in bilevel program, The quasiparticle lifetime in a doped graphene sheet, Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization, Solution of 3D contact shape optimization problems with Coulomb friction based on TFETI., Optimality, duality and gap function for quasi variational inequality problems, Strong stationarity conditions for the optimal control of a Cahn-Hilliard-Navier-Stokes system, A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities, Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs, On the computation of equilibria in monotone and potential stochastic hierarchical games, Difference of convex algorithms for bilevel programs with applications in hyperparameter selection, A class of infeasible proximal bundle methods for nonsmooth nonconvex multi-objective optimization problems, A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints, Unnamed Item, No Gap Second-Order Optimality Conditions for Circular Conic Programs, Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization, Optimality conditions for vector optimization problem governed by the cone constrained generalized equations, Composite relaxed extragradient method for triple hierarchical variational inequalities with constraints of systems of variational inequalities, Hybrid implicit steepest-descent methods for triple hierarchical variational inequalities with hierarchical variational inequality constraints, Hybrid steepest-descent viscosity methods for triple hierarchical variational inequalities with constraints of mixed equilibria and bilevel variational inequalities, Fully Adaptive and Integrated Numerical Methods for the Simulation and Control of Variable Density Multiphase Flows Governed by Diffuse Interface Models, Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization, On the linear independence constraint qualification in disjunctive programming, A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization, Generalized Nash equilibrium problems, New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis, Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method, Generalized Nash equilibrium problems, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, Unnamed Item, Duality for nonsmooth mathematical programming problems with equilibrium constraints, Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods, On the existence and approximation of solutions for bilevel vector variational inequalities in Banach spaces, Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints, On nonsmooth mathematical programs with equilibrium constraints using generalized convexity, Unnamed Item, Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints, Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints, Solution of bilevel optimization problems using the KKT approach, Unnamed Item, Computation of a Bouligand Generalized Derivative for the Solution Operator of the Obstacle Problem, Subgradient and Bundle Methods for Nonsmooth Optimization, Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method, Mathematical Programs with Equilibrium Constraints: A Brief Survey of Methods and Optimality Conditions, On a Semismooth* Newton Method for Solving Generalized Equations, A projected Bouligand–Landweber iteration for non-smooth ill-posed problems, Equilibrium constrained optimization problems, A class of mathematical programs with equilibrium constraints: a smooth algorithm and applications to contact problems, Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization, Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences, Levenberg–Marquardt method for ill-posed inverse problems with possibly non-smooth forward mappings between Banach spaces, Constraint Qualifications and Optimality Conditions in Bilevel Optimization, Global Search for Bilevel Optimization with Quadratic Data, MPEC Methods for Bilevel Optimization Problems, Hierarchical Minimization Problems and Applications, Relaxation schemes for mathematical programmes with switching constraints, Adaptive Finite Elements for Optimally Controlled Elliptic Variational Inequalities of Obstacle Type, Optimal Control of a Semidiscrete Cahn--Hilliard--Navier--Stokes System with Nonmatched Fluid Densities, Shape optimization for Stokes problem with threshold slip boundary conditions, Inverse truss design as a conic mathematical program with equilibrium constraints, On the solution of contact problems with Tresca friction by the semismooth* Newton method, On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians, On bilevel programs with a convex lower-level problem violating Slater's constraint qualification, Multistep hybrid viscosity method for split monotone variational inclusion and fixed point problems in Hilbert spaces, On M-stationary conditions and duality for multiobjective mathematical programs with vanishing constraints, Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints, An efficient computation algorithm for area traffic control problem with link capacity expansions, A generalized iterative scheme for network design problem, Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization, Existence of solutions and algorithm for a system of variational inequalities, Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications, An iterative scheme for signal settings and network flows, Reserve capacity of signal-controlled road network, The characterization of efficiency and saddle point criteria for multiobjective optimization problem with vanishing constraints, An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems, Bilevel decision via variational inequalities, Inclusions in general spaces: Hoelder stability, solution schemes and Ekeland's principle, A bi-level programming for logistics network design with system-optimized flows, Existence of solutions and algorithms for bilevel vector equilibrium problems: an auxiliary principle technique, Bilevel programming and applications, Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems, A special three-level optimization problem, On regular coderivatives in parametric equilibria with non-unique multipliers, Active-set Newton methods for mathematical programs with vanishing constraints, Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming, Solving optimal control problems with terminal complementarity constraints via Scholtes' relaxation scheme, On the control of time discretized dynamic contact problems, Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method, Algorithms for linear programming with linear complementarity constraints, Generalized derivatives for the solution operator of the obstacle problem, New sharp necessary optimality conditions for mathematical programs with equilibrium constraints, A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations, Conjugate gradient type methods for the nondifferentiable convex minimization, Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints, Approximation and numerical realization of 2D contact problems with Coulomb friction and a solution-dependent coefficient of friction, \(\alpha\)-well-posedness for Nash equilibria and for optimization problems with Nash equilibrium constraints, Optimal selection of the regularization function in a weighted total variation model. I: Modelling and theory, Optimal selection of the regularization function in a weighted total variation model. II: Algorithm, its analysis and numerical tests, Effort maximization in asymmetric contest games with heterogeneous contestants, Notes on some constraint qualifications for mathematical programs with equilibrium constraints, Optimal control of a non-smooth semilinear elliptic equation, A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints, On intrinsic complexity of Nash equilibrium problems and bilevel optimization, A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay, On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints, A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence, On computation of optimal strategies in oligopolistic markets respecting the cost of change, Solving quasi-variational inequalities via their KKT conditions, Directional differentiability for elliptic quasi-variational inequalities of obstacle type, A unified hybrid iterative method for hierarchical minimization problems, Gauss-Seidel method for multi-leader-follower games, Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators, Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints, Optimal control of geometric partial differential equations, A non-smooth optimization model for a two-tiered supply chain network, Necessary conditions in multiobjective optimization with equilibrium constraints, A comparison of solution approaches for the numerical treatment of or-constrained optimization problems, Augmented Lagrangian and exact penalty methods for quasi-variational inequalities, Optimization of congestion pricing road network with variable demands, Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints, A hybrid approach for optimal design of signalized road network, On the differentiability of the minimal and maximal solution maps of elliptic quasi-variational inequalities, An MPEC formulation and its cutting constraint algorithm for continuous network design problem with multi-user classes, Nonsmooth continuation of parameter dependent static contact problems with Coulomb friction, A fast gradient and function sampling method for finite-max functions, How to solve a semi-infinite optimization problem, An overview of bilevel optimization, Necessary and sufficient conditions for linear suboptimality in constrained optimization, Convex optimization over fixed point sets of quasi-nonexpansive and nonexpansive mappings in utility-based bandwidth allocation problems with operational constraints, Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints, Consistency analysis of a local Lipschitz homeomorphism of an SAA normal mapping for a parametric stochastic variational inequality, A new exceptional family of elements for a variational inequality problem on Hilbert space., A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience, Variable programming: a generalized minimax problem. I: Models and theory, Optimal control of systems with discontinuous differential equations, Metric regularity of composition set-valued mappings: metric setting and coderivative conditions, Wolfe-type duality for mathematical programs with equilibrium constraints, Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications, A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions, Joint optimization for area traffic control and network flow, A smoothing heuristic for a bilevel pricing problem, Two approaches for solving mathematical programs with second-order cone complementarity constraints, Optimality conditions and exact penalty for mathematical programs with switching constraints, Variational inequality over the set of common solutions of a system of bilevel variational inequality problem with applications, Model-based control of dynamic frictional contact problems using the example of hot rolling, Bouligand-Landweber iteration for a non-smooth ill-posed problem, A global QP-free algorithm for mathematical programs with complementarity constraints, A goal-oriented dual-weighted adaptive finite element approach for the optimal control of a nonsmooth Cahn-Hilliard-Navier-Stokes system, Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method, On some regularity properties in variational analysis, Some non-smooth optimality results for optimization problems with vanishing constraints via Dini-Hadamard derivative, Variational analysis and full stability of optimal solutions to constrained and minimax problems, A generalized project metric algorithm for mathematical programs with equilibrium constraints, A trust region algorithm for nonlinear bilevel programming, A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints, Bundle trust-region algorithm for bilinear bilevel programming, Tikhonov regularization for mathematical programs with generalized complementarity constraints, Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
Uses Software
