Global optimization method for solving mathematical programs with linear complementarity constraints

DOI10.1007/s10957-004-0946-9zbMath1066.90095OpenAlexW2091661737MaRDI QIDQ1777600

Akiko Yoshise, Nguyen Van Thoai, Yoshitsugu Yamamoto

Publication date: 24 May 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-004-0946-9

zbMATH Keywords

global optimizationbilevel programmingequilibrium constraintsPrograms with linear complementarity constraints

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (3)

DC programming techniques for solving a class of nonlinear bilevel programs ⋮ A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints ⋮ A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience

Cites Work

• Convex two-level optimization
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
• Convergent Algorithms for Minimizing a Concave Function
• Global optimization method for solving the minimum maximal flow problem
• A new extreme point algorithm and its application in PSQP algorithms for solving mathematical programs with linear complementarity constraints.
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