New relaxation method for mathematical programs with complementarity constraints

DOI10.1023/A:1024739508603zbMATH Open1033.90086OpenAlexW2122617831MaRDI QIDQ1407237FDOQ1407237

Authors: Masao Fukushima, Gui-Huan 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

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zbMATH Keywords

weak stationaritynondegeneracyupper level strict complementarityM-stationaritysecond-order necessary conditionsB-stationarityC-stationarityMathematical programs with equilibrium constraintslinear independence constraint qualification

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (22)

• Title not available (Why is that?)
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Coordinate relaxation methods for multivalued complementarity problems
• A modified relaxation scheme for mathematical programs with complementarity constraints
• A new relaxation method for mathematical programs with nonlinear complementarity constraints
• New reformulations for stochastic nonlinear complementarity problems
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A three-dimension null-space approach for mathematical programs with equilibrium constraints.
• Convexification techniques for linear complementarity constraints
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• A new smoothing scheme for mathematical programs with complementarity constraints
• A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
• Relaxation schemes for mathematical programmes with switching constraints
• Smoothing method for mathematical programs with symmetric cone complementarity constraints
• A relaxation method for mathematical programs with vertical complementarity constraints
• Obtaining tighter relaxations of mathematical programs with complementarity constraints
• Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
• Modified relaxation method for mathematical programs with complementarity constraints
• Newton-type method for a class of mathematical programs with complementarity constraints

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