A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
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Publication:812423
DOI10.1007/S10589-005-3230-5zbMATH Open1122.90095OpenAlexW2039049002MaRDI QIDQ812423FDOQ812423
Authors: Jinbao Jian 
Publication date: 23 January 2006
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-005-3230-5
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Methods of successive quadratic programming type (90C55) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
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Cited In (20)
- A symmetric splitting sequential quadratic optimization algorithm for two-block nonlinearly constrained nonconvex optimization
- An SQP algorithm for mathematical programs with nonlinear complementarity constraints
- A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
- Quadratically constraint quadratical algorithm model for nonlinear minimax problems
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Smooth \(SQP\) algorithm for mathematical programs with implicit complementarity constraints
- Superlinear convergence of a smooth approximation method for mathematical programs with nonlinear complementarity constraints
- An ADMM-based SQP method for separably smooth nonconvex optimization
- A generalized project metric algorithm for mathematical programs with equilibrium constraints
- A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
- A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
- A globally convergent SQP algorithm for mathematical programs with nonlinear complementarity constraints
- A superlinear convergent smooth SQP algorithm for mathematical programs with nonlinear equilibrium constraints
- A partially feasible Jacobi-type distributed SQO method for two-block general linearly constrained smooth optimization
- A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization
- A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
- A strongly and superlinearly convergent SQP algorithm for optimization problems with linear complementarity constraints
- Superlinearly convergent methods for solving a class of implicit complementarity problems based on sign analysis
- A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
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