On linear problems with complementarity constraints

DOI10.1007/s11590-021-01836-8zbMath1503.90134OpenAlexW4205776337MaRDI QIDQ2080820

Alberto Peretti, Giandomenico Mastroeni, Letizia Pellegrini

Publication date: 11 October 2022

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01836-8

zbMATH Keywords

dualitydecomposition methodsmathematical programs with complementarity constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Decomposition methods (49M27)

Cites Work

• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• A globally convergent algorithm for MPCC
• A class of smoothing methods for mathematical programs with complementarity constraints
• Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• A modified relaxation scheme for mathematical programs with complementarity constraints
• An MPEC reformulation of an EPEC model for electricity markets
• Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
• Smoothing methods for nonlinear complementarity problems
• Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications
• Solving linear programs with complementarity constraints using branch-and-cut
• Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results
• The Linear Complementarity Problem
• On the Global Solution of Linear Programs with Linear Complementarity Constraints
• Engineering and Economic Applications of Complementarity Problems
• Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
• A New Regularization Scheme for Mathematical Programs with Complementarity Constraints
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
• A penalty method and a regularization strategy to solve MPCC
• Lower-order penalty methods for mathematical programs with complementarity constraints
• Interior Methods for Mathematical Programs with Complementarity Constraints

This page was built for publication: On linear problems with complementarity constraints