A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
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- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
- A generalized projection-successive linear equations algorithm for nonlinearly equality and inequality constrained optimization and its rate of convergence
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- A robust sequential quadratic programming method
- A smoothing method for mathematical programs with equilibrium constraints
- A special newton-type optimization method
- A unified approach to interior point algorithms for linear complementary problems
- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
- Constraint identification and algorithm stabilization for degenerate nonlinear programs
- Degenerate Nonlinear Programming with a Quadratic Growth Condition
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
- On Optimization Problems with Variational Inequality Constraints
- Optimality Conditions for Optimization Problems with Complementarity Constraints
- Optimality conditions for bilevel programming problems
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- Stability of regularized bilevel programming problems
- Stabilized sequential quadratic programming
- Superlinear convergence of a stabilized SQP method to a degenerate solution
- The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
- Two extension models of SQP and SSLE algorithms for optimizaiton and their superlinear and quadratic convergence
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Cited in
(20)- 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 smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints
- A generalized project metric algorithm for mathematical programs with equilibrium constraints
- A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
- Quadratically constraint quadratical algorithm model for nonlinear minimax problems
- A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
- A superlinearly convergent splitting feasible sequential quadratic optimization method for two-block large-scale smooth optimization
- An ADMM-based SQP method for separably smooth nonconvex optimization
- A symmetric splitting sequential quadratic optimization algorithm for two-block nonlinearly constrained nonconvex optimization
- A QCQP-based splitting SQP algorithm for two-block nonconvex constrained optimization problems with application
- A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
- A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
- A globally convergent SQP algorithm for mathematical programs with nonlinear complementarity constraints
- 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
- 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
- An SQP algorithm for mathematical programs with nonlinear complementarity constraints
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