Newton-type method for a class of mathematical programs with complementarity constraints

DOI10.1016/j.camwa.2006.09.002zbMath1137.90675OpenAlexW2054669770MaRDI QIDQ2477225

Yan Tao

Publication date: 13 March 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2006.09.002

zbMATH Keywords

Newton methodMPEC-LICQb-stationaritymathematical program with complementarity constrains (MPCC)

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Uses Software

• OPECgen

Cites Work

• OPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints
• A smoothing method for mathematical programs with equilibrium constraints
• A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
• New relaxation method for mathematical programs with complementarity constraints
• Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
• Exact Penalization of Mathematical Programs with Equilibrium Constraints
• Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
• The nonlinear bilevel programming problem:formulations,regularity and optimality conditions
• How Stringent is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?