On the solution of mathematical programming problems with equilibrium constraints
DOI10.1007/S001860100158zbMATH Open1031.90067OpenAlexW2154352577MaRDI QIDQ1397016FDOQ1397016
Authors: R. Andreani, J. M. Martínez
Publication date: 16 July 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860100158
Recommendations
- Mathematical Programs with Equilibrium Constraints
- Solving mathematical programs with equilibrium constraints
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
- Some results on mathematical programs with equilibrium constraints
optimality conditionsreformulationMathematical programming with equilibrium constraintsminimization algorithms
Optimality conditions and duality in mathematical programming (90C46) Minimax problems in mathematical programming (90C47) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cited In (35)
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- On M-stationary points for mathematical programs with equilibrium constraints
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- An inexact-restoration method for nonlinear bilevel programming problems
- Existence of solution and algorithms for a class of bilevel variational inequalities with hierarchical nesting structure
- On the relation between MPECs and optimization problems in abs-normal form
- An exact algorithmic framework for a class of mixed-integer programs with equilibrium constraints
- Optimization problems with equilibrium constraints and their numerical solution.
- Title not available (Why is that?)
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Parameter identification of quasibrittle materials as a mathematical program with equilibrium constraints
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- A three-dimension null-space approach for mathematical programs with equilibrium constraints.
- Title not available (Why is that?)
- Further investigation on feasibility of mathematical programs with equilibrium constraints
- On sequential optimality conditions for smooth constrained optimization
- Feasibility conditions on a class of mathematical programs with nonlinear complementarity equilibrium constraints
- Title not available (Why is that?)
- A new line search inexact restoration approach for nonlinear programming
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
- Newton-type methods for constrained optimization with nonregular constraints
- Mathematical programs with equilibrium constraints: the existence of feasible point
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- Semidefinite relaxation for linear programs with equilibrium constraints
- Review of formulations for structural and mechanical system optimization
- Bilevel optimization: theory, algorithms, applications and a bibliography
- On second-order optimality conditions for nonlinear programming
- Global algorithm for solving stationary points for equilibrium programs with shared equilibrium constraints
- On mathematical programs with equilibrium constraints under data uncertainty
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- A practical optimality condition without constraint qualifications for nonlinear programming
- On the implicit programming approach in a class of mathematical programs with equilibrium constraints
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- Equilibrium constrained optimization problems
- Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints
This page was built for publication: On the solution of mathematical programming problems with equilibrium constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1397016)