MacMPEC
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Software:19036
swMATH6973MaRDI QIDQ19036FDOQ19036
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Cited In (89)
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
- An interior point technique for solving bilevel programming problems
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- A New Regularization Scheme for Mathematical Programs with Complementarity Constraints
- On the global minimization of the value-at-risk
- A pivoting algorithm for linear programming with linear complementarity constraints
- Pyomo -- optimization modeling in Python
- The penalty interior-point method fails to converge
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Active set algorithm for mathematical programs with linear complementarity constraints
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Solving bilevel linear programs using multiple objective linear programming
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Three modeling paradigms in mathematical programming
- A study of the difference-of-convex approach for solving linear programs with complementarity constraints
- Complementarity constraints as nonlinear equations: Theory and numerical experience
- Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints
- Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- Computational approaches for mixed integer optimal control problems with indicator constraints
- Lifting mathematical programs with complementarity constraints
- On stability of M-stationary points in mpccs
- A new regularization method for mathematical programs with complementarity constraints with strong convergence properties
- Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- Some properties of regularization and penalization schemes for MPECs
- Complementarity-based nonlinear programming techniques for optimal mixing in gas networks
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
- Optimality conditions for multiobjective optimization problem constrained by parameterized variational inequalities
- A globally convergent algorithm for MPCC
- Feasibility problems with complementarity constraints
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- An overview of bilevel optimization
- A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
- The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
- Bilevel optimization applied to strategic pricing in competitive electricity markets
- Bi-level programming model of container port game in the container transport supernetwork
- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- Efficiently solving linear bilevel programming problems using off-the-shelf optimization software
- Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network
- 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
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- An enhanced logical benders approach for linear programs with complementarity constraints
- Coderivative Analysis of Quasi‐variational Inequalities with Applications to Stability and Optimization
- A complementarity constraint formulation of convex multiobjective optimization problems
- Feasible direction method for bilevel programming problem
- An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
- A general MPCC model and its solution algorithm for continuous network design problem
- Sustainability SI: optimal prices of electricity at public charging stations for plug-in electric vehicles
- Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
- Algorithms for linear programming with linear complementarity constraints
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- Dynamic slope scaling procedure and Lagrangian relaxation with subproblem approximation
- An \(\ell_1\) elastic interior-point method for mathematical programs with complementarity constraints
- A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
- A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
- A survey of nonlinear robust optimization
- Solving mathematical programs with complementarity constraints as nonlinear programs
- Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
- Globally solving quadratic programs with convex objective and complementarity constraints via completely positive programming
- Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints
- Effective reformulations of the truss topology design problem
- Low-Complexity Method for Hybrid MPC with Local Guarantees
- Bilevel optimization with a multiobjective problem in the lower level
- Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints
- Smoothing and regularization strategies for optimization of hybrid dynamic systems
- An SQP method for mathematical programs with complementarity constraints with strong convergence properties.
- Title not available (Why is that?)
- Convexification techniques for linear complementarity constraints
- Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints
- A New MIP Approach on the Least Distance Problem in DEA
- Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers
- A global QP-free algorithm for mathematical programs with complementarity constraints
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- An alternative nonparametric tail risk measure
- Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations
- Concrete Structure Design using Mixed-Integer Nonlinear Programming with Complementarity Constraints
- Conic formulation of QPCCs applied to truly sparse QPs
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences
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