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

DOI10.1007/S10957-007-9265-2MaRDI QIDQ2483036zbMATHOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1217655 (Why is no real title available?)
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.
• 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
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• Optimality Conditions for Optimization Problems with Complementarity Constraints

Cited in

(9)

• On solving difference of convex functions programs with linear complementarity constraints
• scientific article; zbMATH DE number 1861628 (Why is no real title available?)
• Global algorithm for solving stationary points for equilibrium programs with shared equilibrium constraints
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• A class of quadratic programs with linear complementarity constraints
• A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
• A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem
• Partial exact penalty for mathematical programs with equilibrium constraints

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