An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
DOI10.1007/S11075-014-9922-0zbMATH Open1323.65080OpenAlexW2013910033MaRDI QIDQ494664FDOQ494664
Authors: Jia Wu, Liwei Zhang, Yi Zhang 
Publication date: 1 September 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-014-9922-0
Recommendations
- A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities
- New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis
- A QP-free constrained Newton-type method for variational inequality problems
- A Newton method for a class of quasi-variational inequalities
- Solving quasi-variational inequalities via their KKT conditions
numerical resultoptimality conditionspreconditionerconjugate gradient methodquasi-variational inequalitiesquadratic convergenceinexact Newton methodstrongly BD-regularitysystem of nonsmooth equations
Direct numerical methods for linear systems and matrix inversion (65F05) Variational inequalities (49J40) Newton-type methods (49M15) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
- OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
- Variational Analysis
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A nonsmooth version of Newton's method
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Optimization and nonsmooth analysis
- Semismooth and Semiconvex Functions in Constrained Optimization
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Generalized Nash games and quasi-variational inequalities
- A smoothing method for mathematical programs with equilibrium constraints
- A modified relaxation scheme for mathematical programs with complementarity constraints
- Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- Solving mathematical programs with complementarity constraints as nonlinear programs
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Mathematical Programs with Equilibrium Constraints
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- 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
- Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints
- Some properties of regularization and penalization schemes for MPECs
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- A numerical approach to optimization problems with variational inequality constraints
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- Title not available (Why is that?)
- Mathematical Programs with Complementarity Constraints: Convergence Properties of a Smoothing Method
- A perturbation approach for an inverse quadratic programming problem
- A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities
Cited In (6)
- Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
- Inexact Newton method for solving generalized Nash equilibrium problems
- A short state of the art on multi-leader-follower games
- A smoothing Newton method for mathematical programs constrained by parameterized quasi-variational inequalities
- Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization
- A primal nonsmooth reformulation for bilevel optimization problems
Uses Software
This page was built for publication: An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q494664)
