Interior-point algorithms, penalty methods and equilibrium problems
DOI10.1007/S10589-005-3908-8zbMATH Open1121.90124OpenAlexW2039659576MaRDI QIDQ853552FDOQ853552
Robert J. Vanderbei, David F. Shanno, Hande Y. Benson, Arun Sen
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
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
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Cited In (27)
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- Operations research and optimization (ORO)
- A pivoting algorithm for linear programming with linear 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
- 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
- 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
- Algorithms for linear programming with linear complementarity constraints
- A survey of nonlinear robust optimization
- Steering exact penalty methods for nonlinear programming
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