Interior-point algorithms, penalty methods and equilibrium problems
From MaRDI portal
Publication:853552
DOI10.1007/S10589-005-3908-8zbMATH Open1121.90124OpenAlexW2039659576MaRDI QIDQ853552FDOQ853552
Authors: Hande Y. Benson, Arun Sen, David F. Shanno, Robert J. Vanderbei 
Publication date: 17 November 2006
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.397.2401
Recommendations
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Interior point methods for equilibrium problems
- On penalty methods for non monotone equilibrium problems
- scientific article; zbMATH DE number 1047681
Interior-point methods (90C51) Minimax problems in mathematical programming (90C47) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Engineering and Economic Applications of Complementarity Problems
- Solving mathematical programs with complementarity constraints as nonlinear programs
- On the Global Convergence of a Filter--SQP Algorithm
- Test examples for nonlinear programming codes
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- Optimization and dynamical systems algorithms for finding equilibria of stochastic games
- An interior-point algorithm for nonconvex nonlinear programming
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Title not available (Why is that?)
- Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
Cited In (31)
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- A pivoting algorithm for linear programming with linear complementarity constraints
- The penalty interior-point method fails to converge
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks
- Interior Proximal Methods for equilibrium programming: part II
- A line search exact penalty method using steering rules
- Interior point methods for equilibrium problems
- MPEC Methods for Bilevel Optimization Problems
- Lifting mathematical programs with complementarity constraints
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Interior-point methods for nonconvex nonlinear programming: cubic regularization
- The quasiparticle lifetime in a doped graphene sheet
- Infeasible constraint-reduced interior-point methods for linear optimization
- Feasibility problems with complementarity constraints
- A two parameter mixed interior-exterior penalty algorithm
- Convexification techniques for linear complementarity constraints
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- Interior proximal methods for equilibrium programming: part I
- Nonlinear robust optimization via sequential convex bilevel programming
- A note on error estimates for some interior penalty methods
- Mixed integer nonlinear programming using interior-point methods
- Multilevel optimization modeling for risk-averse stochastic programming
- A robust combined trust region–line search exact penalty projected structured scheme for constrained nonlinear least squares
- A local search method for optimization problem with d.c. inequality constraints
- A superlinearly convergent exact penalty method for constrained nonlinear least squares: global analysis
- Algorithms for linear programming with linear complementarity constraints
- A survey of nonlinear robust optimization
- Steering exact penalty methods for nonlinear programming
Uses Software
This page was built for publication: Interior-point algorithms, penalty methods and equilibrium problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q853552)
