A New Regularization Scheme for Mathematical Programs with Complementarity Constraints

DOI10.1137/070705490zbMath1187.65064OpenAlexW1963995904MaRDI QIDQ5189552

Abdelhamid Benchakroun, Jean-Pierre Dussault, Abdeslam Kadrani

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

Lagrange multipliersregularizationnumerical examplesnonlinear programmingcomplementarity constraintsMPCCKarush-Kuhn-Tucker multipliers

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)

Related Items (24)

Smoothing and regularization strategies for optimization of hybrid dynamic systems ⋮ A study of one-parameter regularization methods for mathematical programs with vanishing constraints ⋮ Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties ⋮ Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization ⋮ A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ MPCC strategies for nonsmooth nonlinear programs ⋮ On approximate stationary points of the regularized mathematical program with complementarity constraints ⋮ 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 ⋮ Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC ⋮ Unnamed Item ⋮ A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function ⋮ Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method 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 ⋮ On linear problems with complementarity constraints ⋮ The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited ⋮ Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences ⋮ Relaxation schemes for mathematical programmes with switching constraints ⋮ A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints

Uses Software

• MacMPEC

This page was built for publication: A New Regularization Scheme for Mathematical Programs with Complementarity Constraints