Some properties of regularization and penalization schemes for MPECs

DOI10.1080/10556780410001709439zbMATH Open1097.90054OpenAlexW2133314983MaRDI QIDQ4657706FDOQ4657706

Authors: Daniel Ralph, Stephen J. Wright 

Publication date: 14 March 2005

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780410001709439

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zbMATH Keywords

nonlinear programmingequilibrium constraintscomplementarity constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Other game-theoretic models (91A40)

Cites Work

• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
• A smoothing method for mathematical programs with equilibrium constraints
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.

Cited In (43)

• Coupled versus decoupled penalization of control complementarity constraints
• Finite elements with switch detection for direct optimal control of nonsmooth systems
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
• Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• 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
• Solving stochastic transportation network protection problems using the progressive hedging-based method
• A smoothing-regularization approach to mathematical programs with vanishing constraints
• Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
• Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
• MPCC strategies for nonsmooth nonlinear programs
• Computational approaches for mixed integer optimal control problems with indicator constraints
• MPEC Methods for Bilevel Optimization Problems
• Lifting mathematical programs with complementarity constraints
• Critical sets in one-parametric mathematical programs with complementarity constraints
• Stochastic programming approach to optimization under uncertainty
• Smoothing and regularization strategies for optimization of hybrid dynamic systems
• On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
• Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Solving bilevel programs with the KKT-approach
• Basic theoretical foundations and insights on bilevel models and their applications to power systems
• A link-node discrete-time dynamic second best toll pricing model with a relaxation solution algorithm
• Relaxation approaches for nonlinear sparse optimization problems
• A penalty method and a regularization strategy to solve MPCC
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A globally convergent algorithm for MPCC
• Structural properties of affine sparsity constraints
• Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Relaxation approach for equilibrium problems with equilibrium constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method
• Title not available (Why is that?)
• Finite elements with switch detection for numerical optimal control of nonsmooth dynamical systems with set-valued heaviside step functions
• Efficiently solving linear bilevel programming problems using off-the-shelf optimization software
• An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• A general MPCC model and its solution algorithm for continuous network design problem
• Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
• Pathfollowing for parametric mathematical programs with complementarity constraints

Uses Software

• MacMPEC

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