Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints

DOI10.1007/s10957-007-9265-2zbMath1152.90008OpenAlexW2047707165MaRDI QIDQ2483036

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

zbMATH Keywords

global convergencemathematical programs with equilibrium constraintsmathematical programs with complementarity constraintspartial MPEC-LICQpiecewise stationary points

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items (3)

A class of quadratic programs with linear complementarity constraints ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ Partial exact penalty for mathematical programs with equilibrium constraints

Cites Work

• Unnamed Item
• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• Optimality Conditions for Optimization Problems with Complementarity Constraints
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.

This page was built for publication: Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints