Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints
DOI10.1007/S10957-007-9265-2zbMATH Open1152.90008OpenAlexW2047707165MaRDI QIDQ2483036FDOQ2483036
Authors: Yanyan Li 
Publication date: 5 May 2008
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-007-9265-2
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global convergencemathematical programs with equilibrium constraintsmathematical programs with complementarity constraintspartial MPEC-LICQpiecewise stationary points
Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Optimality Conditions for Optimization Problems with Complementarity Constraints
- Title not available (Why is that?)
- A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.
- A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
Cited In (9)
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
- On solving difference of convex functions programs with linear complementarity constraints
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- A class of quadratic programs with linear complementarity constraints
- Title not available (Why is that?)
- Global algorithm for solving stationary points for equilibrium programs with shared equilibrium constraints
- A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem
- Partial exact penalty for mathematical programs with equilibrium constraints
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