An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
DOI10.1137/070690882zbMATH Open1201.90193OpenAlexW2034340273MaRDI QIDQ3395002FDOQ3395002
Authors: A. F. Izmailov, M. V. Solodov 
Publication date: 20 August 2009
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/070690882
Recommendations
- Newton-type method for a class of mathematical programs with complementarity constraints
- Active set algorithm for mathematical programs with linear complementarity constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- A class of quadratic programs with linear complementarity constraints
- A smoothing Newton algorithm for mathematical programs with complementarity constraints
Newton methodquadratic convergencesecond-order sufficiencymathematical program with complementarity constraintsactive set methodSQP
Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cited In (31)
- First- and second-order optimality conditions in optimistic bilevel set-valued programming
- Reformulation of the M-stationarity conditions as a system of discontinuous equations and its solution by a semismooth Newton method
- Solving linear programs with complementarity constraints using branch-and-cut
- On a generalized Ky Fan inequality and asymptotically strict pseudocontractions in the intermediate sense
- Iterative algorithm for solving triple-hierarchical constrained optimization problem
- A new active-set strategy for NCP with degenerate solutions
- Active set algorithm for mathematical programs with linear complementarity constraints
- First and second order optimality conditions using approximations for fractional multiobjective bilevel problems under fractional constraints
- A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
- Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- A unified implicit algorithm for solving the triple-hierarchical constrained optimization problem
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Active-set Newton methods for mathematical programs with vanishing constraints
- A globally convergent algorithm for MPCC
- On strong and weak second-order necessary optimality conditions for nonlinear programming
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation
- MPCC: strong stability of \(m\)-stationary points
- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints
- Second-order optimality conditions for mathematical programs with equilibrium constraints
- Relaxed hybrid steepest-descent methods with variable parameters for triple-hierarchical variational inequalities
- An implicit iterative algorithm with errors for two families of generalized asymptotically nonexpansive mappings
- Strong convergence of relaxed hybrid steepest-descent methods for triple hierarchical constrained optimization
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
- Characterization of strong stability for C-stationary points in MPCC
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- Newton-type method for a class of mathematical programs with complementarity constraints
- Locally Lipschitz vector optimization problems: second-order constraint qualifications, regularity condition and KKT necessary optimality conditions
Uses Software
This page was built for publication: An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3395002)
