A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
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Publication:5085138
augmented Lagrangian methodM-stationaritymathematical program with complementarity constraintsnonmonotone projected gradient method
Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of reduced gradient type (90C52)
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- Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
Cites work
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- scientific article; zbMATH DE number 1329059 (Why is no real title available?)
- scientific article; zbMATH DE number 5066287 (Why is no real title available?)
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Cited in
(17)- Convergence properties of monotone and nonmonotone proximal gradient methods revisited
- Partial augmented Lagrangian method and mathematical programs with complementarity constraints
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
- Global convergence of augmented Lagrangian methods applied to optimization problems with degenerate constraints, including problems with complementarity constraints
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions
- Constrained composite optimization and augmented Lagrangian methods
- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
- Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
- Bounds of the solution set to the polynomial complementarity problem
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- LCQPow: a solver for linear complementarity quadratic programs
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- Comparing one-parametric schemes for solving mathematical programs with complementarity constraints: limit points, continuation and numerical experiences
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