OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints

DOI10.1023/A:1008696504163MaRDI QIDQ1294818zbMATH OpenFDO

Authors Houyuan Jiang, Daniel Ralph

Publication date 1999

Published in Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationdegeneracyoptimality conditionsvariational inequalitycomplementarity problemmathematical programs with equilibrium constraintsill-conditioningMATLABbilevel programquadratic program with affine variational inequality constraintstest problem generator

Mathematics Subject Classification ID

Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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Cited in

(24)

• An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
• Computing B-stationary points of nonsmooth DC programs
• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities
• A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
• Imputing a variational inequality function or a convex objective function: a robust approach
• A robust SQP method for mathematical programs with linear complementarity constraints
• On convex quadratic programs with linear complementarity constraints
• Newton-type method for a class of mathematical programs with complementarity constraints
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• Active set algorithm for mathematical programs with linear complementarity constraints
• MPEC methods for bilevel optimization problems
• The quasiparticle lifetime in a doped graphene sheet
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
• On conic QPCCs, conic QCQPs and completely positive programs
• OPECgen
• Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
• Partial augmented Lagrangian method and mathematical programs with complementarity constraints
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Lifting mathematical programs with complementarity constraints
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints
• Some properties of regularization and penalization schemes for MPECs
• A simultaneous diagonalization based SOCP relaxation for convex quadratic programs with linear complementarity constraints

Describes a project that uses

Uses Software

• Matlab
• MINOS

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