A strongly and superlinearly convergent SQP algorithm for optimization problems with linear complementarity constraints

DOI10.1007/S00245-005-0848-8MaRDI QIDQ2432613zbMATH OpenOpenAlexFDO

Authors Jian-Ling Li, Xing-De Mo, Jinbao Jian

Publication date 25 October 2006

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-005-0848-8

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Recommendations

• A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
• A robust SQP method for mathematical programs with linear complementarity constraints
• An SQP method for mathematical programs with complementarity constraints with strong convergence properties.
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints

Cited in

(14)

• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
• A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
• Conic approximation to quadratic optimization with linear complementarity constraints
• A new method for solving multiobjective bilevel programs
• A robust SQP method for mathematical programs with linear complementarity constraints
• An SQP method for mathematical programs with complementarity constraints with strong convergence properties.
• scientific article; zbMATH DE number 5898052 (Why is no real title available?)
• Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
• Practical constraint \(K\)-segment principal curve algorithms for generating railway GPS digital map
• A sequential quadratic programming algorithm without a penalty function, a filter or a constraint qualification for inequality constrained optimization
• A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
• A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
• A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints

This page was built for publication: A strongly and superlinearly convergent SQP algorithm for optimization problems with linear complementarity constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432613)