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

DOI10.1137/090777232zbMATH Open1252.90047OpenAlexW2051574910MaRDI QIDQ2902877FDOQ2902877

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

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zbMATH Keywords

complementarity constraintssymmetric indefinite factorizationMFCQ\(\ell_1\)-penalty functionelastic variables

Mathematics Subject Classification ID

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

Cited In (8)

• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Pathfollowing for parametric mathematical programs with complementarity constraints
• An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
• An interior-point \(\ell_1\)-penalty method for nonlinear optimization

Uses Software

• AMPL
• nlpy
• MacMPEC

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