On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints

From MaRDI portal
Publication:5317545

DOI10.1137/S1052623402401221zbMath1097.90050MaRDI QIDQ5317545

Mihai Anitescu

Publication date: 16 September 2005

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




Related Items

A pivoting algorithm for linear programming with linear complementarity constraints, Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints, Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints, Feasibility problems with complementarity constraints, Parameter estimation in metabolic flux balance models for batch fermentation -- formulation and solution using differential variational inequalities (DVIs), A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods, Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties, Algorithms for linear programming with linear complementarity constraints, Newton-type methods for constrained optimization with nonregular constraints, New constraint qualifications for mathematical programs with second-order cone complementarity constraints, Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints, Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC, Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs, A penalty method and a regularization strategy to solve MPCC, Is bilevel programming a special case of a mathematical program with complementarity constraints?, Lifting mathematical programs with complementarity constraints, Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs, Signal and image approximation with level-set constraints, Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization, On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions, Active set algorithm for mathematical programs with linear complementarity constraints, Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, A novel penalty function method for semivectorial bilevel programming problem, New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, A globally convergent algorithm for MPCC, The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited, MPEC Methods for Bilevel Optimization Problems, An algorithm for global solution to bi-parametric linear complementarity constrained linear programs


Uses Software