OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
DOI10.1023/A:1008696504163zbMATH Open1040.90500MaRDI QIDQ1294818FDOQ1294818
Authors: Houyuan Jiang, Daniel Ralph
Publication date: 1999
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Recommendations
constrained optimizationdegeneracyoptimality conditionsvariational inequalitycomplementarity problemmathematical programs with equilibrium constraintsill-conditioningMATLABbilevel programquadratic program with affine variational inequality constraintstest problem generator
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)
Cited In (24)
- Active set algorithm for mathematical programs with linear complementarity constraints
- A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- On conic QPCCs, conic QCQPs and completely positive programs
- A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- MPEC Methods for Bilevel Optimization Problems
- Lifting mathematical programs 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
- The quasiparticle lifetime in a doped graphene sheet
- Imputing a variational inequality function or a convex objective function: a robust approach
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- OPECgen
- An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
- 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
- Computing B-Stationary Points of Nonsmooth DC Programs
- 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
- Using quadratic convex reformulation to tighten the convex relaxation of a quadratic program with complementarity constraints
- Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
Uses Software
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