Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
From MaRDI portal
Publication:2757619
DOI10.1287/moor.25.1.1.15213zbMath1073.90557OpenAlexW2037678919MaRDI QIDQ2757619
Holger Scheel, Stefan Scholtes
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.25.1.1.15213
Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
An SOS1-based approach for solving MPECs with a natural gas market application, Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints, A class of quadratic programs with linear complementarity constraints, An entropic regularization approach for mathematical programs with equilibrium constraints, Solving disjunctive optimization problems by generalized semi-infinite optimization techniques, Lipschitz and Hölder stability of optimization problems and generalized equations, Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints, On conic QPCCs, conic QCQPs and completely positive programs, Feasibility problems with complementarity constraints, Transmission and generation investment in electricity markets: the effects of market splitting and network fee regimes, A nonconforming finite element approximation for optimal control of an obstacle problem, Interior-point algorithms, penalty methods and equilibrium problems, Optimality conditions for nonsmooth equilibrium problems via Hadamard directional derivative, Optimal control of the two membranes problem: optimality conditions, Models and a relaxation algorithm for continuous network design problem with a tradable credit scheme and equity constraints, Relaxation approach for equilibrium problems with equilibrium constraints, Capacity expansion of stochastic power generation under two-stage electricity markets, Global convergence of a smooth approximation method for mathematical programs with complementarity constraints, Error bounds in mathematical programming, A bundle-free implicit programming approach for a class of elliptic MPECs in function space, Constraint qualifications and optimality conditions for optimization problems with cardinality constraints, Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets, Second-order optimality conditions for mathematical programs with equilibrium constraints, A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints, Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems, Feasible method for generalized semi-infinite programming, A class of smoothing methods for mathematical programs with complementarity constraints, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Three modeling paradigms in mathematical programming, On regular coderivatives in parametric equilibria with non-unique multipliers, Bilevel optimization: on the structure of the feasible set, A smoothing SAA method for a stochastic mathematical program with complementarity constraints., An interior point technique for solving bilevel programming problems, Several approaches for the derivation of stationarity conditions for elliptic MPECs with upper-level control constraints, Algorithms for linear programming with linear complementarity constraints, Convergence of a continuous approach for zero-one programming problems, A lifting method for generalized semi-infinite programs based on lower level Wolfe duality, On constraint qualifications in terms of approximate Jacobians for nonsmooth continuous optimization problems, A new smoothing scheme for mathematical programs with complementarity constraints, Stability analysis of one stage stochastic mathematical programs with complementarity constraints, Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints, New relaxation method for mathematical programs with complementarity constraints, On optimality conditions in control of elliptic variational inequalities, 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, A smoothing method for zero--one constrained extremum problems, A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints, A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs, On linear programs with linear complementarity constraints, A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay, 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, Constraint qualifications for constrained Lipschitz optimization problems and applications to a MPCC, First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints, On the Karush-Kuhn-Tucker reformulation of the bilevel optimization problem, Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints, A shared-constraint approach to multi-leader multi-follower games, Application of general semi-infinite programming to lapidary cutting problems, Gauss-Seidel method for multi-leader-follower games, Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property, Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints, Lifting mathematical programs with complementarity constraints, A sample average approximation regularization method for a stochastic mathematical program with general vertical complementarity constraints, Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints, Mathematical programs with complementarity constraints in Banach spaces, Solving mathematical programs with equilibrium constraints, Signal and image approximation with level-set constraints, A study of the difference-of-convex approach for solving linear programs with complementarity constraints, Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints, On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling., First- and second-order optimality conditions for mathematical programs with vanishing constraints., Renewable generation expansion under different support schemes: a stochastic equilibrium approach, Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization, On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions, Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints, On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory, Stationarity conditions and their reformulations for mathematical programs with vertical complementarity constraints, Active set algorithm for mathematical programs with linear complementarity constraints, Optimization problems with equilibrium constraints and their numerical solution., Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints, A modified relaxation scheme for mathematical programs with complementarity constraints, Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints, Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation, Efficiently solving linear bilevel programming problems using off-the-shelf optimization software, Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints, Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints, On the coderivative of the projection operator onto the second-order cone, On stability of M-stationary points in mpccs, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, On bilevel variational inequalities, First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints, 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, A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear 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, On the solution of convex bilevel optimization problems, Sustainability SI: optimal prices of electricity at public charging stations for plug-in electric vehicles, Smoothing and regularization strategies for optimization of hybrid dynamic systems, Inverse truss design as a conic mathematical program with equilibrium constraints, A pivoting algorithm for linear programming with linear complementarity constraints, Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints, Disjunctive Cuts for Nonconvex MINLP, Feasible direction method for bilevel programming problem, Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties, First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints, Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications, Sufficient optimality conditions and semi-smooth newton methods for optimal control of stationary variational inequalities, Feasible Method for Semi-Infinite Programs, An ℓ 1-Penalty Scheme for the Optimal Control of Elliptic Variational Inequalities, Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints, Analysis on the forward market equilibrium model, Optimal control and directional differentiability for elliptic quasi-variational inequalities, A penalty-interior-point algorithm for nonlinear constrained optimization, Unnamed Item, Infection transmission and prevention in metropolises with heterogeneous and dynamic populations, Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints, A special three-level optimization problem, A penalty method for nonlinear programs with set exclusion constraints, Optimality conditions for nonsmooth multiobjective bilevel optimization problems, Analysis of a new sequential optimality condition applied to mathematical programs with equilibrium constraints, On a Reformulation of Mathematical Programs with Cardinality Constraints, Optimal Control of Elastoplastic Processes: Analysis, Algorithms, Numerical Analysis and Applications, Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications, Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints, Optimizing the selection and scheduling of multi-class projects using a Stackelberg framework, Critical sets in one-parametric mathematical programs with complementarity constraints, Stationarity conditions and constraint qualifications for mathematical programs with switching constraints. With applications to either-or-constrained programming, Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method, Optimal control of implicit control systems and its applications to differential complementarity problems, Bilevel programming approaches to production planning for multiple products with short life cycles, The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints, Single-level reformulations of a specific non-smooth bilevel programming problem and their applications, On approximate stationary points of the regularized mathematical program with complementarity constraints, Unnamed Item, The quasiparticle lifetime in a doped graphene sheet, Characterization of strong stability for C-stationary points in MPCC, Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs, Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints, The bilevel programming problem: reformulations, constraint qualifications and optimality conditions, Notes on some constraint qualifications for mathematical programs with equilibrium constraints, Nonlinear robust optimization via sequential convex bilevel programming, Lifted stationary points of sparse optimization with complementarity constraints, Computing B-Stationary Points of Nonsmooth DC Programs, On intrinsic complexity of Nash equilibrium problems and bilevel optimization, On the Guignard constraint qualification for mathematical programs with equilibrium constraints, Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation, Steering exact penalty methods for nonlinear programming, Optimal control of elliptic variational inequalities with bounded and unbounded operators, Strongly stable C-stationary points for mathematical programs with complementarity constraints, On the weak stationarity conditions for mathematical programs with cardinality constraints: a unified approach, Optimal control of geometric partial differential equations, Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs, Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints, Multilevel (Hierarchical) Optimization: Complexity Issues, Optimality Conditions, Algorithms, A general MPCC model and its solution algorithm for continuous network design problem, An MPEC formulation and its cutting constraint algorithm for continuous network design problem with multi-user classes, Newton-type method for a class of mathematical programs with complementarity constraints, How to solve a semi-infinite optimization problem, An overview of bilevel optimization, Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints, Abadie-type constraint qualification for mathematical programs with equilibrium constraints, A semidefinite programming heuristic for quadratic programming problems with complementarity constraints, Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks, On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints, Hybrid approach with active set identification for mathematical programs with complementarity constraints, Stochastic programming with equilibrium constraints, Wolfe-type duality for mathematical programs with equilibrium constraints, Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications, Partial augmented Lagrangian method and mathematical programs with complementarity constraints, A smoothing heuristic for a bilevel pricing problem, Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level, Goal and predictive coordination in two level hierarchical systems, Optimality conditions for nonsmooth mathematical programs with equilibrium constraints, using convexificators, Regularization method for stochastic mathematical programs with complementarity constraints, Towards M-stationarity for Optimal Control of the Obstacle Problem with Control Constraints, Global Solution of Bilevel Programming Problems, Complementarity-based nonlinear programming techniques for optimal mixing in gas networks, Weak and strong stationarity in generalized bilevel programming and bilevel optimal control, A note on stability of stationary points in mathematical programs with generalized complementarity constraints, Second order variational analysis of disjunctive constraint sets and its applications to optimization problems, MPCC: strong stability of \(m\)-stationary points, Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints, Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints, Improved convergence results for a modified Levenberg–Marquardt method for nonlinear equations and applications in MPCC, Some results on mathematical programs with equilibrium constraints, Optimal Control of Static Elastoplasticity in Primal Formulation, A goal-oriented dual-weighted adaptive finite element approach for the optimal control of a nonsmooth Cahn-Hilliard-Navier-Stokes system, CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS, On linear problems with complementarity constraints, Linearized M-stationarity conditions for general optimization problems, On M-stationary points for mathematical programs with equilibrium constraints, Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers, Optimal charging facility location and capacity for electric vehicles considering route choice and charging time equilibrium, Dynamic Stackelberg games under open-loop complete information, Equilibrium constrained optimization problems, Duality in multiobjective mathematical programs with equilibrium constraints, Asymptotic regularity for Lipschitzian nonlinear optimization problems with applications to complementarity constrained and bilevel programming, Optimal Control of Nonsmooth, Semilinear Parabolic Equations, A study of one-parameter regularization methods for mathematical programs with vanishing constraints, Solving quadratic multi-leader-follower games by smoothing the follower's best response, Sparsity constrained optimization problems via disjunctive programming, A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints, Simulation and Control of a Nonsmooth Cahn–Hilliard Navier–Stokes System with Variable Fluid Densities, Optimal Control Problems with Terminal Complementarity Constraints, Bilevel Optimization: Reformulation and First Optimality Conditions, A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods, Multistage Convex Relaxation Approach to Rank Regularized Minimization Problems Based on Equivalent Mathematical Program with a Generalized Complementarity Constraint, Optimality conditions for mathematical programs with equilibrium constraints using directional convexificators, Modeling design and control problems involving neural network surrogates, MPCC strategies for nonsmooth nonlinear programs, Optimal Control of a Viscous Two‐Field Gradient Damage Model, Comparison of optimality systems for the optimal control of the obstacle problem, Bilevel Imaging Learning Problems as Mathematical Programs with Complementarity Constraints: Reformulation and Theory, Strong stationarity for optimal control problems with non-smooth integral equation constraints: application to a continuous DNN, On optimality conditions and duality for multiobjective optimization with equilibrium constraints, Strong stationarity for a highly nonsmooth optimization problem with control constraints, Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems, Pathfollowing for parametric mathematical programs with complementarity constraints, A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost, On mathematical programs with equilibrium constraints under data uncertainty, Newton-type methods for constrained optimization with nonregular constraints, MPCC: strongly stable C-stationary points when the number of active constraints is n + 1, New constraint qualifications for mathematical programs with second-order cone complementarity constraints, Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints, On solving difference of convex functions programs with linear complementarity constraints, Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints, Strong Stationarity Conditions for Optimal Control Problems Governed by a Rate-Independent Evolution Variational Inequality, A decentralized production–distribution scheduling problem: Solution and analysis, Strong stationarity conditions for the optimal control of a Cahn-Hilliard-Navier-Stokes system, Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC, A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences, A penalty method and a regularization strategy to solve MPCC, MPCC: on necessary conditions for the strong stability of C-stationary points, Fully Adaptive and Integrated Numerical Methods for the Simulation and Control of Variable Density Multiphase Flows Governed by Diffuse Interface Models, New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints, On the linear independence constraint qualification in disjunctive programming, The penalty interior-point method fails to converge, On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints, Equilibrium problems with equilibrium constraints via multiobjective optimization, Some properties of regularization and penalization schemes for MPECs, On the global minimization of the value-at-risk, New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis, Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method, Second-order sufficient optimality conditions for optimal control of static elastoplasticity with hardening, Solving mathematical programs with complementarity constraints as nonlinear programs, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, A two level optimization approach for long-term planning in a large air transportation network, Second-Order Sufficient Optimality Conditions for Optimal Control of Nonsmooth, Semilinear Parabolic Equations, Strong Stationarity for Optimal Control of a Nonsmooth Coupled System: Application to a Viscous Evolutionary Variational Inequality Coupled with an Elliptic PDE, New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences, Lower-order penalty methods for mathematical programs with complementarity constraints, Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints, Risk-Averse Models in Bilevel Stochastic Linear Programming, Optimal control problems with control complementarity constraints: existence results, optimality conditions, and a penalty method, Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints, An MPCC approach on a Stackelberg game in an electric power market: changing the leadership, New reformulations for stochastic nonlinear complementarity problems, Optimality conditions for bilevel programming problems, Solution of bilevel optimization problems using the KKT approach, Unnamed Item, Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces, Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method, Coupled versus decoupled penalization of control complementarity constraints, The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited, Comments on: Algorithms for linear programming with linear complementarity constraints, Adaptive Optimal Control of the Obstacle Problem, Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences, MPEC Methods for Bilevel Optimization Problems, Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography, Relaxation schemes for mathematical programmes with switching constraints, Adaptive Finite Elements for Optimally Controlled Elliptic Variational Inequalities of Obstacle Type, Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems, Optimal Control of a Semidiscrete Cahn--Hilliard--Navier--Stokes System with Nonmatched Fluid Densities, Sufficient Optimality Conditions in Bilevel Programming