An _1 elastic interior-point method for mathematical programs with complementarity constraints

DOI10.1137/090777232MaRDI QIDQ2902877zbMATH OpenOpenAlexFDO

Authors Z. Coulibaly, D. Orban

Publication date 22 August 2012

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

Full work available at URL https://doi.org/10.1137/090777232

zbMATH Keywords

\(\ell_1\)-penalty functioncomplementarity constraintselastic variablesMFCQsymmetric indefinite factorization

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

Recommendations

• Interior Methods for Mathematical Programs with Complementarity Constraints
• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints

Cited in

(8)

• An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
• An interior-point _1-penalty method for nonlinear optimization
• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Pathfollowing for parametric mathematical programs with complementarity constraints
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties

Describes a project that uses

Uses Software

• nlpy
• AMPL
• MacMPEC

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