A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints

DOI10.1137/04060754xzbMath1122.90060OpenAlexW2120461039MaRDI QIDQ5470211

Victor DeMiguel, Francisco J. Nogales, Stefan Scholtes, Michael P. Friedlander

Publication date: 30 May 2006

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

Full work available at URL: https://semanticscholar.org/paper/8149c6c628b2156a8e24c701d570723b8ef411c5

zbMATH Keywords

nonlinear programming interior-point methods constrained minimization complementarity constraints mathematical programs with equilibrium constraints primal-dual methods barrier methods

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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