DOI10.1017/CBO9780511983658zbMath0898.90006OpenAlexW4231147659MaRDI QIDQ5894669
Zhi-Quan Luo, Daniel Ralph, Jong-Shi Pang
Publication date: 21 April 1997
Full work available at URL: https://doi.org/10.1017/cbo9780511983658
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic,
An efficient computation algorithm for area traffic control problem with link capacity expansions,
An ℓ 1-Penalty Scheme for the Optimal Control of Elliptic Variational Inequalities,
Systemic Risk and Security Management,
Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems,
Stackelberg population dynamics: a predictive-sensitivity approach,
An extrapolated iteratively reweighted \(\ell_1\) method with complexity analysis,
A self-adaptive inertial subgradient extragradient algorithm for solving bilevel equilibrium problems,
Solving optimal control problems with terminal complementarity constraints via Scholtes' relaxation scheme,
Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method,
On optimality conditions and duality for multiobjective optimization with equilibrium constraints,
Pathfollowing for parametric mathematical programs with complementarity constraints,
Global convergence of a class new smooth penalty algorithm for constrained optimization problem,
The augmented Lagrangian method can approximately solve convex optimization with least constraint violation,
On the Role of a Market Maker in Networked Cournot Competition,
On mathematical programs with equilibrium constraints under data uncertainty,
A New Approach for Optimizing Traffic Signals in Networks Considering Rerouting,
Convergence rate estimates for penalty methods revisited,
Linearly convergent bilevel optimization with single-step inner methods,
Comparison of MINLP formulations for global superstructure optimization,
Convergence rate analysis of proximal iteratively reweighted \(\ell_1\) methods for \(\ell_p\) regularization problems,
Strong stationarity conditions for the optimal control of a Cahn-Hilliard-Navier-Stokes system,
Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints,
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs,
Difference of convex algorithms for bilevel programs with applications in hyperparameter selection,
BI-LEVEL PROGRAMMING APPROACH TO OPTIMAL STRATEGY FOR VENDOR-MANAGED INVENTORY PROBLEMS UNDER RANDOM DEMAND,
A majorized penalty approach to inverse linear second order cone programming problems,
Inverse Coefficient Problems for Variational Inequalities: Optimality Conditions and Numerical Realization,
An Image Set-Oriented Method for the Numerical Treatment of Bi-Level Multi-objective Optimization Problems,
Unnamed Item,
New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective,
Systems of generalized quasivariational inclusions problems with applications to variational analysis and optimization problems,
An interior point algorithm for convex quadratic programming with strict equilibrium constraints,
Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints,
A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization,
Variable programming: a generalized minimax problem. I: Models and theory,
Parameter identification of quasibrittle materials as a mathematical program with equilibrium constraints,
Exact penalty functions for convex bilevel programming problems.,
Deregulated electricity markets with thermal losses and production bounds: models and optimality conditions,
Regularization method for stochastic mathematical programs with complementarity constraints,
Duality for nonsmooth mathematical programming problems with equilibrium constraints,
Two approaches for solving mathematical programs with second-order cone complementarity constraints,
New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences,
On the existence and approximation of solutions for bilevel vector variational inequalities in Banach spaces,
Unnamed Item,
On a Solving Bilevel D.C.-Convex Optimization Problems,
Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints,
Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints,
On nonsmooth mathematical programs with equilibrium constraints using generalized convexity,
Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact,
Homotopy method for solving mathematical programs with bounded box-constrained variational inequalities,
A perturbation approach for an inverse quadratic programming problem over second-order cones,
Equilibrium constrained optimization problems,
Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods,
A class of mathematical programs with equilibrium constraints: a smooth algorithm and applications to contact problems,
A Short State of the Art on Multi-Leader-Follower Games,
Regularization and Approximation Methods in Stackelberg Games and Bilevel Optimization,
Bilevel Optimization of Regularization Hyperparameters in Machine Learning,
Constraint Qualifications and Optimality Conditions in Bilevel Optimization,
Global Search for Bilevel Optimization with Quadratic Data,
MPEC Methods for Bilevel Optimization Problems,
Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography,
Adaptive Finite Elements for Optimally Controlled Elliptic Variational Inequalities of Obstacle Type,
Second-Order Optimality Conditions for Nonconvex Set-Constrained Optimization Problems,
An SOS1-based approach for solving MPECs with a natural gas market application,
Sustainability SI: optimal prices of electricity at public charging stations for plug-in electric vehicles,
Optimal charging strategies under conflicting objectives for the protection of sensitive areas: a case study of the Trans-Pennine corridor,
Smoothing and regularization strategies for optimization of hybrid dynamic systems,
Homotopy method for a class of multiobjective optimization problems with equilibrium constraints,
A Stackelberg game management model of the urban public transport,
Inverse truss design as a conic mathematical program with equilibrium constraints,
Duality of nonconvex optimization with positively homogeneous functions,
An entropic regularization approach for mathematical programs with equilibrium constraints,
Systems of variational inclusion problems and differential inclusion problems with applications,
Correcting the market failure in work trips with work rescheduling: an analysis using bi-level models for the firm-workers interplay,
Solving discretely-constrained Nash-Cournot games with an application to power markets,
Nonlinear optimization of district heating networks,
Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization,
The characterization of efficiency and saddle point criteria for multiobjective optimization problem with vanishing constraints,
Calmness and exact penalization in vector optimization with cone constraints,
An approximate lower order penalty approach for solving second-order cone linear complementarity problems,
A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints,
Convergence analysis of a class of penalty methods for vector optimization problems with cone constraints,
Leader-follower equilibria for electric power and \(\text{NO}_x\) allowances markets,
Semi-infinite programming,
Hierarchical convergence of an implicit double-net algorithm for nonexpansive semigroups and variational inequality problems,
Generalized vector quasi-equilibrium problems with applications to common fixed point theorems and optimization problems,
Strong convergence of relaxed hybrid steepest-descent methods for triple hierarchical constrained optimization,
Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems,
Multi-step hybrid viscosity method for systems of variational inequalities defined over sets of solutions of an equilibrium problem and fixed point problems,
A smoothing SAA method for a stochastic mathematical program with complementarity constraints.,
An interior point technique for solving bilevel programming problems,
Algorithms for linear programming with linear complementarity constraints,
An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization,
Levitin-Polyak well-posedness for optimization problems with generalized equilibrium constraints,
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints,
New relaxation method for mathematical programs with complementarity constraints,
On an equilibrium problem with complementarity constraints formulation of pay-as-clear electricity market with demand elasticity,
Optimal selection of the regularization function in a weighted total variation model. I: Modelling and theory,
Effort maximization in asymmetric contest games with heterogeneous contestants,
Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints,
Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions,
Solving normalized stationary points of a class of equilibrium problem with equilibrium constraints,
Calmness and exact penalization in vector optimization under nonlinear perturbations,
A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function,
Variational inclusions problems with applications to Ekeland's variational principle, fixed point and optimization problems,
Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation,
Existence theorems for bilevel problem with applications to mathematical program with equilibrium constraint and semi-infinite problem,
DC programming: overview.,
A shared-constraint approach to multi-leader multi-follower games,
On optimal control of a sweeping process coupled with an ordinary differential equation,
Gauss-Seidel method for multi-leader-follower games,
Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators,
Minimization of maximum unilateral force,
A quadratic objective penalty function for bilevel programming,
Optimality conditions and duality in terms of convexificators for multiobjective bilevel programming problem with equilibrium constraints,
Existence of minimizers and necessary conditions in set-valued optimization with equilibrium constraints.,
On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.,
First- and second-order optimality conditions for mathematical programs with vanishing constraints.,
Equivalent Lipschitz surrogates for zero-norm and rank optimization problems,
Calmness and exact penalization in constrained scalar set-valued optimization,
A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs,
A projection method for bilevel variational inequalities,
Extragradient thresholding methods for sparse solutions of co-coercive ncps,
On the existence of solutions to stochastic mathematical programs with equilibrium constraints,
Solving mathematical programs with fuzzy equilibrium constraints,
Existence of solutions for generalized vector quasi-equilibrium problems in abstract convex spaces with applications,
Wolfe-type duality for mathematical programs with equilibrium constraints,
Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems,
Nonconvex robust programming via value-function optimization,
Strong convergence theorem for the lexicographic Ky Fan inequality,
Maximizing network throughput under stochastic user equilibrium with elastic demand,
Solving linear programs with complementarity constraints using branch-and-cut,
Existences theorems of systems of vector quasi-equillibrium problems and mathematical programs with equilibrium constraint,
Mathematical programming with system of equilibrium constraints,
Two-stage stochastic variational inequalities: theory, algorithms and applications,
Simple bilevel programming and extensions,
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches,
Existence results for generalized vector equilibrium problems with applications,
Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning,
On error bounds and Newton-type methods for generalized Nash equilibrium problems,
Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints,
A smoothing augmented Lagrangian method for solving simple bilevel programs,
Optimality conditions and exact penalty for mathematical programs with switching constraints,
On bilevel variational inequalities,
Existence theorems of quasivariational inclusion problems with applications to bilevel problems and mathematical programs with equilibrium constraint,
Variational inequality over the set of common solutions of a system of bilevel variational inequality problem with applications,
Inertial Krasnosel'skiǐ-Mann type hybrid algorithms for solving hierarchical fixed point problems,
The role of initial credit distribution scheme in managing network mobility and maximizing reserve capacity: considering traveler's cognitive illusion,
Generalized strong vector quasi-equilibrium problems with variable ordering structure,
Well-posedness for equilibrium problems and for optimization problems with equilibrium constraints,
Krasnoselski-Mann-type inertial method for solving split generalized mixed equilibrium and hierarchical fixed point problems,
Error bounds of regularized gap functions for polynomial variational inequalities,
Stackelberg-Nash equilibrium and quasi harmonic games,
Some non-smooth optimality results for optimization problems with vanishing constraints via Dini-Hadamard derivative,
Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method,
Global Newton-type methods and semismooth reformulations for NCP,
A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints,
A perturbation-based approach for continuous network design problem with emissions,
Bundle trust-region algorithm for bilinear bilevel programming,
Bilevel optimization for calibrating point spread functions in blind deconvolution,
A class of uncertain variational inequality problems,
A smoothing approach for solving transportation problem with road toll pricing and capacity expansions,
Identification of cohesive crack fracture parameters by evolutionary search.