Some properties of regularization and penalization schemes for MPECs
From MaRDI portal
Publication:4657706
DOI10.1080/10556780410001709439zbMath1097.90054MaRDI QIDQ4657706
Stephen J. Wright, Daniel Ralph
Publication date: 14 March 2005
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780410001709439
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
91A40: Other game-theoretic models
Related Items
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, MPEC Methods for Bilevel Optimization Problems, The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited, A penalty method and a regularization strategy to solve MPCC, Unnamed Item, MPCC strategies for nonsmooth nonlinear programs, Pathfollowing for parametric mathematical programs with complementarity constraints, Relaxation approach for equilibrium problems with equilibrium constraints, Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints, An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities, Lifting 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, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, A globally convergent algorithm for MPCC, A link-node discrete-time dynamic second best toll pricing model with a relaxation solution algorithm, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Solving stochastic transportation network protection problems using the progressive hedging-based method, Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints, Stochastic programming approach to optimization under uncertainty, Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method, Computational approaches for mixed integer optimal control problems with indicator constraints, A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations, Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints, Solving bilevel programs with the KKT-approach, Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods, Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks, Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications, On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints, Smoothing and regularization strategies for optimization of hybrid dynamic systems, Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications, A smoothing-regularization approach to mathematical programs with vanishing constraints, Basic theoretical foundations and insights on bilevel models and their applications to power systems, Structural properties of affine sparsity constraints, Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs, A general MPCC model and its solution algorithm for continuous network design problem, Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints, Critical sets in one-parametric mathematical programs with complementarity constraints
Uses Software
Cites Work
- OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
- A smoothing method for mathematical programs with equilibrium constraints
- Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
- First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.