Solving mathematical programs with complementarity constraints as nonlinear programs
From MaRDI portal
Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Recommendations
- scientific article; zbMATH DE number 5070336
- Complementarity constraints as nonlinear equations: Theory and numerical experience
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
- A penalty method and a regularization strategy to solve MPCC
Cites work
- A comparison of large scale mixed complementarity problem solvers
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A smoothing method for mathematical programs with equilibrium constraints
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- CUTE
- Convex two-level optimization
- Engineering and Economic Applications of Complementarity Problems
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Expressing Complementarity Problems in an Algebraic Modeling Language and Communicating Them to Solvers
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
- Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- Nonlinear programming without a penalty function.
- Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- The penalty interior-point method fails to converge
Cited in
(77)- An interior point technique for solving bilevel programming problems
- A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost
- An SOS1-based approach for solving MPECs with a natural gas market application
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- A pivoting algorithm for linear programming with linear complementarity constraints
- On the global minimization of the value-at-risk
- The penalty interior-point method fails to converge
- Active set algorithm for mathematical programs with linear complementarity constraints
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- An interior-point algorithm for solving inverse linear optimization problem
- Dynamic optimization of nonlinear systems with guaranteed feasibility of inequality-path-constraints
- Solving bilevel linear programs using multiple objective linear programming
- Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets
- Three modeling paradigms in mathematical programming
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- 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
- Bilevel optimization with a multiobjective problem in the lower level
- Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
- Modeling design and control problems involving neural network surrogates
- Optimization problems with equilibrium constraints and their numerical solution.
- Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
- Hybrid approach with active set identification for mathematical programs with complementarity constraints
- Computational approaches for mixed integer optimal control problems with indicator constraints
- New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
- scientific article; zbMATH DE number 5070336 (Why is no real title available?)
- MPCC strategies for nonsmooth nonlinear programs
- On stability of M-stationary points in mpccs
- scientific article; zbMATH DE number 123958 (Why is no real title available?)
- Smoothing and regularization strategies for optimization of hybrid dynamic systems
- Solving nonlinear programming problems with very many constraints
- Constraint qualifications for mathematical programs with equilibrium constraints and their local preservation property
- Triggering a variety of Nash-equilibria in oligopolistic electricity markets
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- Complementarity-based nonlinear programming techniques for optimal mixing in gas networks
- Improving the solution of indefinite quadratic programs and linear programs with complementarity constraints by a progressive MIP method
- 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
- MPCC: strong stability of weakly nondegenerate S-stationary points
- Feasibility problems with complementarity constraints
- A penalty method and a regularization strategy to solve MPCC
- The quasiparticle lifetime in a doped graphene sheet
- Convexification techniques for linear complementarity constraints
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints
- An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
- Bilevel optimization applied to strategic pricing in competitive electricity markets
- The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
- A note on stability of stationary points in mathematical programs with generalized complementarity constraints
- Bi-level programming model of container port game in the container transport supernetwork
- Interior-point algorithms, penalty methods and equilibrium problems
- Newton-type methods for constrained optimization with nonregular constraints
- Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
- Efficiently solving linear bilevel programming problems using off-the-shelf optimization software
- An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
- A global QP-free algorithm for mathematical programs with complementarity constraints
- An enhanced logical benders approach for linear programs with complementarity constraints
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
- MPEC methods for bilevel optimization problems
- Optimal repurchasing contract design for efficient utilization of computing resources
- 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
- A general MPCC model and its solution algorithm for continuous network design problem
- Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
- Sustainability SI: optimal prices of electricity at public charging stations for plug-in electric vehicles
- Obtaining tighter relaxations of mathematical programs with complementarity constraints
- Stationary conditions for mathematical programs with vanishing constraints using weak constraint qualifications
- Algorithms for linear programming with linear complementarity constraints
- scientific article; zbMATH DE number 1487995 (Why is no real title available?)
- A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
- A neural network-based approach to hybrid systems identification for control
- A new MIP approach on the least distance problem in DEA
- A survey of nonlinear robust optimization
- Effective reformulations of the truss topology design problem
- Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints
This page was built for publication: Solving mathematical programs with complementarity constraints as nonlinear programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4673321)
