Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
From MaRDI portal
Publication:2719233
DOI10.1137/S1052623499361233zbMath1010.90086MaRDI QIDQ2719233
Publication date: 21 June 2001
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
Smoothing and regularization strategies for optimization of hybrid dynamic systems, A pivoting algorithm for linear programming with linear complementarity constraints, Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints, Solving joint chance constrained problems using regularization and Benders' decomposition, Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints, A class of quadratic programs with linear complementarity constraints, Computational approaches for mixed integer optimal control problems with indicator constraints, Lipschitz and Hölder stability of optimization problems and generalized equations, Feasible direction method for bilevel programming problem, Nonlinear chance constrained problems: optimality conditions, regularization and solvers, Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization, Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications, Interior-point algorithms, penalty methods and equilibrium problems, On Cournot-Nash-Walras equilibria and their computation, Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints, Relaxation approach for equilibrium problems with equilibrium constraints, Global convergence of a smooth approximation method for mathematical programs with complementarity constraints, A bundle-free implicit programming approach for a class of elliptic MPECs in function space, A smoothing-regularization approach to mathematical programs with vanishing constraints, Arc-length method for frictional contact problems using mathematical programming with complementarity constraints, Second-order optimality conditions for mathematical programs with equilibrium constraints, Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems, A special three-level optimization problem, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Three modeling paradigms in mathematical programming, A perturbation approach for an inverse quadratic programming problem, Solving binary-constrained mixed complementarity problems using continuous reformulations, The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets, Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems, Solving optimal control problems with terminal complementarity constraints via Scholtes' relaxation scheme, Algorithms for linear programming with linear complementarity constraints, The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints, Bilevel optimization with a multiobjective problem in the lower level, On approximate stationary points of the regularized mathematical program with complementarity constraints, Structural properties of affine sparsity constraints, A new smoothing scheme for mathematical programs with complementarity constraints, Stability analysis of one stage stochastic mathematical programs with complementarity constraints, A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations, Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints, New relaxation method for mathematical programs with complementarity constraints, A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints, Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints, Solving bilevel programs with the KKT-approach, A log-exponential smoothing method for mathematical programs with complementarity constraints, Notes on some constraint qualifications for mathematical programs with equilibrium constraints, Lifted stationary points of sparse optimization with complementarity constraints, A majorized penalty approach to inverse linear second order cone programming problems, A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs, Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints, On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints, A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function, Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation, Lifting mathematical programs with complementarity constraints, An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities, Computing feasible points for binary MINLPs with MPECs, Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs, Signal and image approximation with level-set constraints, A comparison of solution approaches for the numerical treatment of or-constrained optimization problems, First- and second-order optimality conditions for mathematical programs with vanishing constraints., Newton-type method for a class of mathematical programs with complementarity constraints, Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization, An overview of bilevel optimization, Active set algorithm for mathematical programs with linear complementarity constraints, A semidefinite programming heuristic for quadratic programming problems with complementarity constraints, A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience, Optimization problems with equilibrium constraints and their numerical solution., A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints, Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks, An SQP method for mathematical programs with vanishing constraints with strong convergence properties, A modified relaxation scheme for mathematical programs with complementarity constraints, On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints, Mathematical programs with blocks of vanishing constraints arising in discretized mixed-integer optimal control problems, Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints, Hybrid approach with active set identification for mathematical programs with complementarity constraints, Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications, Partial augmented Lagrangian method and mathematical programs with complementarity constraints, Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation, A smoothing heuristic for a bilevel pricing problem, A robust SQP method for mathematical programs with linear complementarity constraints, Efficiently solving linear bilevel programming problems using off-the-shelf optimization software, Solving linear programs with complementarity constraints using branch-and-cut, Stochastic programming approach to optimization under uncertainty, Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints, Global Solution of Bilevel Programming Problems, Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches, Sequential optimality conditions for cardinality-constrained optimization problems with applications, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, An augmented Lagrangian method for cardinality-constrained optimization problems, A globally convergent algorithm for MPCC, Convergence properties of a smoothing approach for mathematical programs with second-order cone complementarity constraints, Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method, On linear problems with complementarity constraints, Linearized M-stationarity conditions for general optimization problems, On M-stationary points for mathematical programs with equilibrium constraints, Optimal charging facility location and capacity for electric vehicles considering route choice and charging time equilibrium, Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method, A perturbation-based approach for continuous network design problem with emissions, Tikhonov regularization for mathematical programs with generalized complementarity constraints, Bilevel optimization for calibrating point spread functions in blind deconvolution, A smoothing approach for solving transportation problem with road toll pricing and capacity expansions, A study of one-parameter regularization methods for mathematical programs with vanishing constraints, Γ-robust linear complementarity problems, Sparsity constrained optimization problems via disjunctive programming, A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints, Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties, Bilevel Optimization: Reformulation and First Optimality Conditions, A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods, Validation of nominations in gas network optimization: models, methods, and solutions, An augmented Lagrangian method for optimization problems with structured geometric constraints, MPCC strategies for nonsmooth nonlinear programs, Comparison of optimality systems for the optimal control of the obstacle problem, Focus programming: a bi‐level programming approach to static stochastic optimization problems, A survey on bilevel optimization under uncertainty, A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost, A survey on mixed-integer programming techniques in bilevel optimization, Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation, New constraint qualifications for mathematical programs with second-order cone complementarity constraints, On solving difference of convex functions programs with linear complementarity constraints, Comparison of MINLP formulations for global superstructure optimization, Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC, Unnamed Item, On the Guignard constraint qualification for mathematical programs with equilibrium constraints, A penalty method and a regularization strategy to solve MPCC, A perturbation approach for a type of inverse linear programming problems, Smoothing method for mathematical programs with symmetric cone complementarity constraints, Numerical solution of optimal control problems with explicit and implicit switches, On a relaxation method for mathematical programs with vanishing constraints, The penalty interior-point method fails to converge, On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints, Some properties of regularization and penalization schemes for MPECs, On the global minimization of the value-at-risk, Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, Lower-order penalty methods for mathematical programs with complementarity constraints, Risk-Averse Models in Bilevel Stochastic Linear Programming, An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium, An MPCC approach on a Stackelberg game in an electric power market: changing the leadership, Solution of bilevel optimization problems using the KKT approach, A perturbation approach for an inverse quadratic programming problem over second-order cones, CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS, The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited, Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences, A Short State of the Art on Multi-Leader-Follower Games, MPEC Methods for Bilevel Optimization Problems, Relaxation schemes for mathematical programmes with switching constraints
