An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints

DOI10.1137/S1052623499363232zbMath1005.65064OpenAlexW1976886395MaRDI QIDQ2784433

Masao Fukushima, Paul Tseng

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623499363232

zbMATH Keywords

quadratic programmingnumerical examplesMPECactive-set algorithmB-stationary pointlinear inequality/complementarity constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Homotopy method for a class of multiobjective optimization problems with equilibrium constraints, A pivoting algorithm for linear programming with linear complementarity constraints, A class of quadratic programs with linear complementarity constraints, A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints, Feasibility problems with complementarity constraints, Global convergence of a smooth approximation method for mathematical programs with complementarity constraints, Locality preserving score for joint feature weights learning, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Three modeling paradigms in mathematical programming, Critical sets in one-parametric mathematical programs with complementarity constraints, Algorithms for linear programming with linear complementarity constraints, A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations, On the Guignard constraint qualification for mathematical programs with equilibrium constraints, Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation, Feature selection and multi-kernel learning for sparse representation on a manifold, Minimal zero norm solutions of linear complementarity problems, Lifting mathematical programs with complementarity constraints, An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities, A half thresholding projection algorithm for sparse solutions of LCPs, 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, Newton-type method for a class of mathematical programs with complementarity constraints, Some properties of regularization and penalization schemes for MPECs, On the global minimization of the value-at-risk, Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints, Extragradient thresholding methods for sparse solutions of co-coercive ncps, Active set algorithm for mathematical programs with linear complementarity constraints, A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints, On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints, 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, Partial augmented Lagrangian method and mathematical programs with complementarity constraints, A robust SQP method for mathematical programs with linear complementarity constraints, Finite convergence of an active signature method to local minima of piecewise linear functions, Solving linear programs with complementarity constraints using branch-and-cut, Potential impact of recharging plug-in hybrid electric vehicles on locational marginal prices, Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints, Lower-order penalty methods for mathematical programs with complementarity constraints, An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium, A globally convergent algorithm for MPCC, Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves, Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method, Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers, Dynamic Stackelberg games under open-loop complete information, MPEC Methods for Bilevel Optimization Problems, Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method, A generalized project metric algorithm for mathematical programs with equilibrium constraints, A trust region algorithm for nonlinear bilevel programming, A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints, Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints, Tikhonov regularization for mathematical programs with generalized complementarity constraints