A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
From MaRDI portal
Publication:668747
DOI10.1016/j.amc.2015.07.081zbMath1410.90216OpenAlexW1754531818MaRDI QIDQ668747
Renshuai Huang, Jin-Bao Jian, Jian-Ling Li
Publication date: 19 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.081
global convergencesuperlinear convergenceequilibrium constraintsQP-free algorithmmathematical programs
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
Related Items
A globally convergent QP-free algorithm for nonlinear semidefinite programming, Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments, A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization, A global QP-free algorithm for mathematical programs with complementarity constraints, Bilevel hyperparameter optimization for support vector classification: theoretical analysis and a solution method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization
- A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
- A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints
- A feasible QP-free algorithm combining the interior-point method with active set for constrained optimization
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A modified relaxation scheme for mathematical programs with complementarity constraints
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
- Exact penalty function algorithm with simple updating of the penalty parameter
- A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
- A strongly and superlinearly convergent SQP algorithm for optimization problems with linear complementarity constraints
- A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
- A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
- A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- Solving mathematical programs with complementarity constraints as nonlinear programs