Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation

DOI10.1007/s10107-019-01435-7zbMath1480.90240OpenAlexW2976923055WikidataQ127250590 ScholiaQ127250590MaRDI QIDQ2220667

Yanyan Li

Publication date: 25 January 2021

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-019-01435-7

zbMATH Keywords

relaxationapproximation methodregularity conditionlimiting subdifferentialsparse solutionMPCCregular subdifferentialroad pricingfirst and second order optimality conditionhorizon subdifferentialmathematical programs with smooth complementarity constraintsnon-Lipschitz continuous objectivesparse LCP

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods of relaxation type (49M20)

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A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost ⋮ A convergent iterative support shrinking algorithm for non-Lipschitz multi-phase image labeling model ⋮ Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities ⋮ Conic formulation of QPCCs applied to truly sparse QPs ⋮ Lifted stationary points of sparse optimization with complementarity constraints ⋮ Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

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