The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

DOI10.1287/moor.2014.0667zbMath1344.90058MaRDI QIDQ5252220

Christian Kanzow, Alexandra Schwartz

Publication date: 29 May 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.2014.0667

zbMATH Keywords

global convergence; weak stationarity; stationary points; mathematical programs with equilibrium constraints; mathematical programs with complementarity constraints; M-stationarity; strong stationarity; C-stationarity; inexact regularization methods; inexact relaxation methods; KKT-points

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

49M37: Numerical methods based on nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Uses Software

• KNITRO
• SNOPT
• Ipopt
• MacMPEC