Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs

DOI10.1007/S10107-006-0020-5MaRDI QIDQ2465653zbMATH OpenOpenAlexFDO

Authors Daniel Ralph, Giovanni Giallombardo

Publication date 7 January 2008

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-006-0020-5

zbMATH Keywords

B-stationaryComplementarity constraintsLinear constraintsM-stationaryMathematical program with equilibrium constraintsMPCCMPECNonlinear program

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(8)

• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• scientific article; zbMATH DE number 1861628 (Why is no real title available?)
• An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
• MPEC methods for bilevel optimization problems
• A nonsmooth trust-region method for locally Lipschitz functions with application to optimization problems constrained by variational inequalities
• Lifting mathematical programs with complementarity constraints
• Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
• LCQPow: a solver for linear complementarity quadratic programs

Describes a project that uses

Uses Software

• MacMPEC
• OPECgen

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