New relaxation method for mathematical programs with complementarity constraints

DOI10.1023/A:1024739508603MaRDI QIDQ1407237zbMATH OpenOpenAlexFDO

Authors Masao Fukushima, Guihua Lin

Publication date 15 September 2003

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1024739508603

zbMATH Keywords

B-stationarityC-stationaritylinear independence constraint qualificationM-stationarityMathematical programs with equilibrium constraintsnondegeneracysecond-order necessary conditionsupper level strict complementarityweak stationarity

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Recommendations

• A modified relaxation scheme for mathematical programs with complementarity constraints
• A new relaxation method for mathematical programs with nonlinear complementarity constraints
• Modified relaxation method for mathematical programs with complementarity constraints
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• scientific article; zbMATH DE number 6263728

Cites work

• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A numerical approach to optimization problems with variational inequality constraints
• A smoothing method for a mathematical program with P-matrix linear complementarity constraints
• A smoothing method for mathematical programs with equilibrium constraints
• Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Mathematical Programs with Equilibrium Constraints
• On Optimization Problems with Variational Inequality Constraints
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
• The nonlinear bilevel programming problem:formulations,regularity and optimality conditions

Cited in

(23)

• A three-dimension null-space approach for mathematical programs with equilibrium constraints.
• A modified relaxation scheme for mathematical programs with complementarity constraints
• Convexification techniques for linear complementarity constraints
• Newton-type method for a class of mathematical programs with complementarity constraints
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
• A new relaxation method for mathematical programs with nonlinear complementarity constraints
• Smoothing method for mathematical programs with symmetric cone complementarity constraints
• Obtaining tighter relaxations of mathematical programs with complementarity constraints
• Coordinate relaxation methods for multivalued complementarity problems
• A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
• A relaxation method for mathematical programs with vertical complementarity constraints
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• scientific article; zbMATH DE number 6263728 (Why is no real title available?)
• Modified relaxation method for mathematical programs with complementarity constraints
• New reformulations for stochastic nonlinear complementarity problems
• Relaxation schemes for mathematical programmes with switching constraints
• A new smoothing scheme for mathematical programs with complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• Partial augmented Lagrangian method for non-Lipschitz mathematical programs with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization

This page was built for publication: New relaxation method for mathematical programs with complementarity constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1407237)