A new regularization scheme for mathematical programs with complementarity constraints

DOI10.1137/070705490MaRDI QIDQ5189552zbMATH OpenOpenAlexFDO

Authors Abdeslam Kadrani, Jean-Pierre Dussault, Abdelhamid Benchakroun

Publication date 17 March 2010

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/070705490

zbMATH Keywords

complementarity constraintsKarush-Kuhn-Tucker multipliersLagrange multipliersMPCCnonlinear programmingnumerical examplesregularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(41)

• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• On linear problems with complementarity constraints
• On approximate stationary points of the regularized mathematical program with complementarity constraints
• Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
• A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
• Tikhonov regularization for mathematical programs with generalized complementarity constraints
• Smoothing and regularization strategies for optimization of hybrid dynamic systems
• The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• A strong convergent smoothing regularization method for mathematical programs with complementarity constraints
• A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Some applications of the iterative regularization principle to mathematical programming problems
• Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
• Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
• A study of one-parameter regularization methods for mathematical programs with vanishing constraints
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Improved convergence properties of the Lin-Fukushima-regularization method for mathematical programs with complementarity constraints
• Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
• Relaxation schemes for mathematical programmes with switching constraints
• scientific article; zbMATH DE number 7652682 (Why is no real title available?)
• MPCC strategies for nonsmooth nonlinear programs
• One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Robust and continuous metric subregularity for linear inequality systems
• Relaxed method for optimization problems with cardinality constraints
• On solving difference of convex functions programs with linear complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• On mathematical programs with sign constraints and their applications in regularization theory
• Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
• A regularization Newton method for mixed complementarity problems
• Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
• Proximal penalty method for sparse optimization with complementarity constraints
• Comparing one-parametric schemes for solving mathematical programs with complementarity constraints: limit points, continuation and numerical experiences
• A Lasry-Lions envelope approach for mathematical programs with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A globally convergent algorithm for MPCC

Describes a project that uses

Uses Software

• MacMPEC

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