A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
From MaRDI portal
Publication:1941032
DOI10.1007/s10898-012-9880-9zbMath1287.90070OpenAlexW2012701878MaRDI QIDQ1941032
Yi Zhang, Jia Wu, Li-wei Zhang
Publication date: 11 March 2013
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-012-9880-9
Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Methods of quasi-Newton type (90C53)
Related Items (9)
First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints ⋮ The models of bilevel programming with lower level second-order cone programs ⋮ Semidefinite relaxation method for polynomial optimization with second-order cone complementarity constraints ⋮ Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method ⋮ First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints ⋮ A perturbation approach for an inverse quadratic programming problem over second-order cones ⋮ A full-modified-Newton step \(O(n)\) infeasible interior-point method for the special weighted linear complementarity problem ⋮ Second order sufficient conditions for a class of bilevel programs with lower level second-order cone programming problem ⋮ Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multiobjective optimization problems with modified objective functions and cone constraints and applications
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Some P-properties for linear transformations on Euclidean Jordan algebras
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems
- Pareto optimality, game theory and equilibria
- On the coderivative of the projection operator onto the second-order cone
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
- A smoothing method for mathematical programs with equilibrium constraints
- Solution of monotone complementarity problems with locally Lipschitzian functions
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints
- Second-order cone programming
- A modified relaxation scheme for mathematical programs with complementarity constraints
- Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
- Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A nonsmooth version of Newton's method
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
- Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
- New smooth C-functions for symmetric cone complementarity problems
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
- Smoothing method for mathematical programs with symmetric cone complementarity constraints
- Optimization and nonsmooth analysis
- Semismooth and Semiconvex Functions in Constrained Optimization
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Some properties of regularization and penalization schemes for MPECs
- Solving mathematical programs with complementarity constraints as nonlinear programs
- Mathematical Programs with Complementarity Constraints: Convergence Properties of a Smoothing Method
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
This page was built for publication: A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
