An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints

DOI10.1137/090777232zbMath1252.90047OpenAlexW2051574910MaRDI QIDQ2902877

Zana Coulibaly, Dominique Orban

Publication date: 22 August 2012

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090777232

zbMATH Keywords

complementarity constraintssymmetric indefinite factorizationMFCQ\(\ell_1\)-penalty functionelastic variables

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Quadratic programming (90C20) Methods of quasi-Newton type (90C53) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Methods of successive quadratic programming type (90C55)

Related Items (3)

An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization ⋮ Pathfollowing for parametric mathematical programs with complementarity constraints ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods

Uses Software

• AMPL
• nlpy
• MacMPEC

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