Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints

DOI10.1137/040606855MaRDI QIDQ5317552zbMATH OpenOpenAlexFDO

Authors Mihai Anitescu

Publication date 16 September 2005

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

Full work available at URL https://doi.org/10.1137/040606855

zbMATH Keywords

numerical examples

Mathematics Subject Classification ID

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

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Cited in

(30)

• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Convexification techniques for linear complementarity constraints
• A smoothing-regularization approach to mathematical programs with vanishing constraints
• A penalty method for nonlinear programs with set exclusion constraints
• Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
• A survey of nonlinear robust optimization
• A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
• Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
• MPEC methods for bilevel optimization problems
• MPCC: strong stability of weakly nondegenerate S-stationary points
• An interior point technique for solving bilevel programming problems
• The quasiparticle lifetime in a doped graphene sheet
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A general MPCC model and its solution algorithm for continuous network design problem
• A globally convergent algorithm for MPCC
• Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
• An \(\ell_1\) elastic interior-point method for mathematical programs with complementarity constraints
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
• Partial exact penalty for mathematical programs with equilibrium constraints
• Steering exact penalty methods for nonlinear programming
• Nonlinear robust optimization via sequential convex bilevel programming
• A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
• A local search method for optimization problem with d.c. inequality constraints
• Bilevel optimization: theory, algorithms, applications and a bibliography
• A new augmented Lagrangian method for MPCCs -- theoretical and numerical comparison with existing augmented Lagrangian methods
• A line search exact penalty method using steering rules
• The penalty interior-point method fails to converge

Describes a project that uses

Uses Software

• SNOPT
• MacMPEC

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