A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
From MaRDI portal
Publication:2848173
DOI10.1137/100802487zbMath1282.65069OpenAlexW2083546784MaRDI QIDQ2848173
Christian Kanzow, Alexandra Schwartz
Publication date: 25 September 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/7da41963b2a38571ba59df8395b236cdf07ec7b5
global convergencenumerical resultsregularization methodconstraint qualificationsmathematical programs with complementarity constraintsM-stationaritystrong stationarity
Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items (37)
A study of one-parameter regularization methods for mathematical programs with vanishing constraints ⋮ On bilevel programs with a convex lower-level problem violating Slater's constraint qualification ⋮ Mathematical programs with vanishing constraints: a new regularization approach with strong convergence properties ⋮ Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization ⋮ Conic approximation to quadratic optimization with linear complementarity constraints ⋮ Second-order optimality conditions for mathematical programs with equilibrium constraints ⋮ A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints ⋮ MPCC strategies for nonsmooth nonlinear programs ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints ⋮ A two-stage trajectory prediction algorithm for mobile robots combining the Bayesian and the DMOC frameworks ⋮ On approximate stationary points of the regularized mathematical program with complementarity constraints ⋮ Structural properties of affine sparsity constraints ⋮ New constraint qualifications for mathematical programs with second-order cone complementarity constraints ⋮ Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints ⋮ Strongly Stable Stationary Points for a Class of Generalized Equations ⋮ On solving difference of convex functions programs with linear complementarity constraints ⋮ Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC ⋮ Notes on some constraint qualifications for mathematical programs with equilibrium constraints ⋮ A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints ⋮ Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints ⋮ Strongly stable C-stationary points for mathematical programs with complementarity constraints ⋮ A comparison of solution approaches for the numerical treatment of or-constrained optimization problems ⋮ Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method ⋮ Two new weak constraint qualifications for mathematical programs with equilibrium constraints and applications ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints ⋮ Towards M-stationarity for Optimal Control of the Obstacle Problem with Control Constraints ⋮ Sequential optimality conditions for cardinality-constrained optimization problems with applications ⋮ Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints ⋮ An augmented Lagrangian method for cardinality-constrained optimization problems ⋮ MPCC: strong stability of \(m\)-stationary points ⋮ On an exact penality result and new constraint qualifications for mathematical programs with vanishing constraints ⋮ On linear problems with complementarity constraints ⋮ The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited ⋮ Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences ⋮ Relaxation schemes for mathematical programmes with switching constraints
Uses Software
This page was built for publication: A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
