The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
From MaRDI portal
Publication:5252220
DOI10.1287/moor.2014.0667zbMath1344.90058OpenAlexW1976618416MaRDI QIDQ5252220
Alexandra Schwartz, Christian Kanzow
Publication date: 29 May 2015
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2014.0667
global convergenceweak stationaritystationary pointsmathematical programs with equilibrium constraintsmathematical programs with complementarity constraintsM-stationaritystrong stationarityC-stationarityinexact regularization methodsinexact relaxation methodsKKT-points
Numerical mathematical programming methods (65K05) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A study of one-parameter regularization methods for mathematical programs with vanishing constraints, On the best achievable quality of limit points of augmented Lagrangian schemes, Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization, On Cournot-Nash-Walras equilibria and their computation, Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems, An augmented Lagrangian method for optimization problems with structured geometric constraints, MPCC strategies for nonsmooth nonlinear programs, A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost, The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints, On approximate stationary points of the regularized mathematical program with complementarity constraints, Study of M-stationarity and strong stationarity for a class of SMPCC problems via SAA method, Relaxed method for optimization problems with cardinality constraints, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints, A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences, Sequential optimality conditions for cardinality-constrained optimization problems with applications, A note on stability of stationary points in mathematical programs with generalized complementarity constraints, Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints, On linear problems with complementarity constraints, Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences, MPEC Methods for Bilevel Optimization Problems
Uses Software
Cites Work
- Unnamed Item
- Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints
- Improved convergence properties of the Lin-Fukushima-regularization method for mathematical programs with complementarity constraints
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Lifting mathematical programs with complementarity constraints
- Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
- A smoothing method for mathematical programs with equilibrium constraints
- Foundations of bilevel programming
- A modified relaxation scheme for mathematical programs with complementarity constraints
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- Approximate KKT points and a proximity measure for termination
- Abadie-type constraint qualification for mathematical programs with equilibrium constraints
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- 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
- On the Guignard constraint qualification for mathematical programs with equilibrium constraints
- Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- A Generalized Mathematical Program with Equilibrium Constraints
- Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints
- Some properties of regularization and penalization schemes for MPECs
- Solving mathematical programs with complementarity constraints as nonlinear programs
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- Optimality conditions for bilevel programming problems
- Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints
- A New Regularization Scheme for Mathematical Programs with Complementarity Constraints
- An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
- On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
- Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints
- A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
- Interior Methods for Mathematical Programs with Complementarity Constraints
- Nonlinear programming without a penalty function.
