Solving mathematical programs with equilibrium constraints
From MaRDI portal
Publication:493259
DOI10.1007/S10957-014-0699-ZzbMATH Open1327.90233OpenAlexW2023446959MaRDI QIDQ493259FDOQ493259
Authors: Lei Guo, Guihua Lin, Jane J. Ye 
Publication date: 3 September 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-014-0699-z
Recommendations
- On the solution of mathematical programming problems with equilibrium constraints
- scientific article; zbMATH DE number 1086742
- Notes on some constraint qualifications for mathematical programs with equilibrium constraints
- Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations
- A superlinear convergent smooth SQP algorithm for mathematical programs with nonlinear equilibrium constraints
Levenberg-Marquardt methoderror boundmathematical program with equilibrium constraintsClarke/Mordukhovich/Strong stationarity
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Title not available (Why is that?)
- Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
- A unified local convergence analysis of inexact constrained Levenberg-Marquardt methods
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Equilibrium Constraints
- Stability analysis for parametric mathematical programs with geometric constraints and its applications
- First-Order and Second-Order Conditions for Error Bounds
- Constraint qualifications and Lagrange multipliers in nondifferentiable programming problems
- On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
- Lower-order penalty methods for mathematical programs with complementarity constraints
- Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Geometric Constraints in Banach Spaces: Enhanced Optimality, Exact Penalty, and Sensitivity
Cited In (30)
- Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems
- Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
- Solving the set equilibrium problems
- Optimality conditions, approximate stationarity, and applications – a story beyond lipschitzness
- On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- Single-level reformulations of a specific non-smooth bilevel programming problem and their applications
- A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs
- Local convergence of the Levenberg-Marquardt method under Hölder metric subregularity
- On bilevel programs with a convex lower-level problem violating Slater's constraint qualification
- Title not available (Why is that?)
- MPCC strategies for nonsmooth nonlinear programs
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints
- Convexification method for bilevel programs with a nonconvex Follower's problem
- A modified inexact Levenberg-Marquardt method with the descent property for solving nonlinear equations
- On the solution of mathematical programming problems with equilibrium constraints
- A modified Levenberg-Marquardt method for solving system of nonlinear equations
- Title not available (Why is that?)
- Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method
- Saddle point optimality criteria for mathematical programming problems with equilibrium constraints
- Improved convergence results for a modified Levenberg–Marquardt method for nonlinear equations and applications in MPCC
- Duality for nonsmooth optimization problems with equilibrium constraints, using convexificators
- Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
- Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
- Bilevel programming approaches to production planning for multiple products with short life cycles
- A primal nonsmooth reformulation for bilevel optimization problems
- Duality for nonsmooth mathematical programming problems with equilibrium constraints
- On approximate stationary points of the regularized mathematical program with complementarity constraints
- A Short State of the Art on Multi-Leader-Follower Games
Uses Software
This page was built for publication: Solving mathematical programs with equilibrium constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q493259)
