On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints

DOI10.1007/S11228-014-0295-2MaRDI QIDQ2346264zbMATH OpenOpenAlexFDO

Authors Jia Wu, Liwei Zhang

Publication date 1 June 2015

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-014-0295-2

zbMATH Keywords

optimizationpenalty function methodssemidefinite cone complementarity constraintsstationary points

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Optimality conditions (49K99) Numerical mathematical programming methods (65K05) Numerical methods for variational inequalities and related problems (65K15) Semidefinite programming (90C22) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cites work

• An introduction to a class of matrix cone programming
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• First Order Conditions for General Nonlinear Optimization
• First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
• Foundations of bilevel programming
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Mathematical Programs with Equilibrium Constraints
• Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
• Robust convex optimization
• Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
• Semismooth Matrix-Valued Functions
• Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints
• Some properties of regularization and penalization schemes for MPECs
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
• Variational Analysis

Cited in

(2)

• A penalty method for rank minimization problems in symmetric matrices
• Facial approach for constructing stationary points for mathematical programs with cone complementarity constraints

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