A new regularization scheme for mathematical programs with complementarity constraints

DOI10.1137/070705490zbMATH Open1187.65064OpenAlexW1963995904MaRDI QIDQ5189552FDOQ5189552

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

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zbMATH Keywords

regularizationnonlinear programmingnumerical examplesLagrange multiplierscomplementarity 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)

Cited In (36)

• One-parametric schemes for solving mathematical programs with complementarity constraints: theoretical properties
• Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
• Robust and continuous metric subregularity for linear inequality systems
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• A regularization Newton method for mixed complementarity problems
• Relaxed method for optimization problems with cardinality constraints
• Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties
• On solving difference of convex functions programs with linear complementarity constraints
• Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
• Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
• MPCC strategies for nonsmooth nonlinear programs
• 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
• A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
• Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• On linear problems with complementarity constraints
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A globally convergent algorithm for MPCC
• Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Some applications of the iterative regularization principle to mathematical programming problems
• A strong convergent smoothing regularization method for mathematical programs with complementarity constraints
• Relaxation schemes for mathematical programmes with switching constraints
• Improved convergence properties of the Lin-Fukushima-regularization method for mathematical programs with complementarity constraints
• On approximate stationary points of the regularized mathematical program with complementarity constraints
• The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• A study of one-parameter regularization methods for mathematical programs with vanishing constraints

Uses Software

• MacMPEC

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