Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
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Publication:879968
DOI10.1007/S10107-006-0005-4zbMATH Open1119.90050OpenAlexW2087472326MaRDI QIDQ879968FDOQ879968
Authors: Mihai Anitescu, Paul Tseng, Stephen J. Wright 
Publication date: 10 May 2007
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0005-4
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M-stationarityNonlinear programmingC-stationarityComplementarity constraintsElastic-mode formulationEquilibrium constraintsStrong stationarity
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Cites Work
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
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- An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Some properties of regularization and penalization schemes for MPECs
- Title not available (Why is that?)
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?
- Optimization problems with equilibrium constraints and their numerical solution.
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Critical sets in parametric optimization
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- New relaxation method for mathematical programs with complementarity constraints
- One-parameter families of optimization problems: equality constraints
Cited In (30)
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- An interior point technique for solving bilevel programming problems
- An SOS1-based approach for solving MPECs with a natural gas market application
- Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
- Finite elements with switch detection for direct optimal control of nonsmooth systems
- A pivoting algorithm for linear programming with linear complementarity constraints
- Mangasarian-type second- and higher-order duality for mathematical programs with complementarity constraints
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- Three modeling paradigms in mathematical programming
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Convergence properties of a second order augmented Lagrangian method for mathematical programs with complementarity constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- Computational approaches for mixed integer optimal control problems with indicator constraints
- Lifting mathematical programs with complementarity constraints
- Smoothing and regularization strategies for optimization of hybrid dynamic systems
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- On properties of the bilinear penalty function method for mathematical programs with semidefinite cone complementarity constraints
- An inexact Newton algorithm for horizontal complementarity
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- Improved convergence properties of the relaxation schemes of Kadrani et al. and Kanzow and Schwartz for MPEC
- Feasibility problems with complementarity constraints
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- The time-freezing reformulation for numerical optimal control of complementarity Lagrangian systems with state jumps
- Finite elements with switch detection for numerical optimal control of nonsmooth dynamical systems with set-valued heaviside step functions
- An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
- MPEC methods for bilevel optimization problems
- Algorithms for linear programming with linear complementarity constraints
- Nonsmooth DAEs with applications in modeling phase changes
- An \(\ell_1\)-penalty scheme for the optimal control of elliptic variational inequalities
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