Lower-order penalty methods for mathematical programs with complementarity constraints
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Publication:5460657
DOI10.1080/1055678041001697659zbMath1068.90102OpenAlexW2006148793MaRDI QIDQ5460657
Publication date: 18 July 2005
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1055678041001697659
convergenceoptimality conditionpenalty functionmathematical program with complementarity constraintsB-stationary point
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Cites Work
- A smoothing method for mathematical programs with equilibrium constraints
- Error bounds in mathematical programming
- Proximal analysis and minimization principles
- On the continuity of the minimum set of a continuous function
- 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
- On Optimization Problems with Variational Inequality Constraints
- A Unified Augmented Lagrangian Approach to Duality and Exact Penalization
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