Active set algorithm for mathematical programs with linear complementarity constraints

DOI10.1016/J.AMC.2011.03.011MaRDI QIDQ545973zbMATH OpenOpenAlexFDO

Authors Fei Ding, Hong-Xia Yin, Jianzhong Zhang

Publication date 24 June 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.03.011

zbMATH Keywords

convergencenumerical results\(B\)-stationary pointactive-set algorithmlinear complementarity constraintsuniform LICQ

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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Cites work

• scientific article; zbMATH DE number 978735 (Why is no real title available?)
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• A numerical approach to optimization problems with variational inequality constraints
• A numerically stable dual method for solving strictly convex quadratic programs
• A smoothing method for mathematical programs with equilibrium constraints
• A tolerant algorithm for linearly constrained optimization calculations
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• Solving mathematical programs with complementarity constraints as nonlinear programs

Cited in

(11)

• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• scientific article; zbMATH DE number 4126605 (Why is no real title available?)
• scientific article; zbMATH DE number 4046981 (Why is no real title available?)
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
• Active-constraint variable ordering for faster feasibility of mixed integer linear programs
• Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
• An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
• scientific article; zbMATH DE number 6907388 (Why is no real title available?)

Describes a project that uses

Uses Software

• MacMPEC

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