Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
DOI10.1007/S10957-024-02475-6MaRDI QIDQ6614711
Publication date: 7 October 2024
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
nonconvex optimizationregularization methodmathematical program with equilibrium constraintssmoothing functionnon-Lipschitz continuitysparsity-inducing penalty
Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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