The penalty interior-point method fails to converge
From MaRDI portal
Publication:5717542
DOI10.1080/10556780500140078zbMath1134.90051arXivmath/0310357OpenAlexW2005999925MaRDI QIDQ5717542
Publication date: 10 January 2006
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0310357
Related Items
A pivoting algorithm for linear programming with linear complementarity constraints, A three-dimension null-space approach for mathematical programs with equilibrium constraints., Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints, Mean-risk models using two risk measures: a multi-objective approach, Solving mathematical programs with complementarity constraints as nonlinear programs, Efficient optimization of support vector machine learning parameters for unbalanced datasets
Uses Software
Cites Work
- Unnamed Item
- Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints.
- Convex two-level optimization
- A likelihood-MPEC approach to target classification
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
- Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
- Engineering and Economic Applications of Complementarity Problems
- Solving mathematical programs with complementarity constraints as nonlinear programs
- Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
