-
1
-
-
0019583841
-
Hierarchical decentralized systems and its new solution by a barrier method
-
Aiyoshi, E., Shimizu, K.: Hierarchical decentralized systems and its new solution by a barrier method. IEEE Trans. Syst., Man, Cybern., SMC 11, 444-449 (1981)
-
(1981)
IEEE Trans. Syst., Man, Cybern., SMC
, vol.11
, pp. 444-449
-
-
Aiyoshi, E.1
Shimizu, K.2
-
3
-
-
0023843286
-
Convex two-level optimization
-
Bard, J.F.: Convex two-level optimization. Math. Program. 40, 15-27 (1988)
-
(1988)
Math. Program.
, vol.40
, pp. 15-27
-
-
Bard, J.F.1
-
4
-
-
0025431821
-
Computational difficulties of bilevel linear programming
-
Ben-Ayed, O., Blait, C.E.: Computational difficulties of bilevel linear programming. Oper. Res. 38, 556-559 (1990)
-
(1990)
Oper. Res.
, vol.38
, pp. 556-559
-
-
Ben-Ayed, O.1
Blait, C.E.2
-
5
-
-
13844317705
-
Interior-point algorithms, penalty methods and equilibrium problems
-
Operations Research and Financial Engineering, Princeton University
-
Benson, H.Y., Sen, A., Shanno, D.F., Vanderbei, R.J.: Interior-point algorithms, penalty methods and equilibrium problems. Technical Report ORFE-03-02, Operations Research and Financial Engineering, Princeton University, 2003
-
(2003)
Technical Report
, vol.ORFE-03-02
-
-
Benson, H.Y.1
Sen, A.2
Shanno, D.F.3
Vanderbei, R.J.4
-
6
-
-
1542321969
-
Interior-point methods for nonconvex nonlinear programming: Complementarity constraints
-
Operations Research and Financial Engineering, Princeton University
-
Benson, H.Y., Shanno, D.F., Vanderbei, R.J.: Interior-point methods for nonconvex nonlinear programming: complementarity constraints. Research report ORFE-02-02, Operations Research and Financial Engineering, Princeton University, 2002
-
(2002)
Research Report
, vol.ORFE-02-02
-
-
Benson, H.Y.1
Shanno, D.F.2
Vanderbei, R.J.3
-
7
-
-
0033471382
-
An interior-point algorithm for large-scale nonlinear programming
-
Byrd, R.H., Hribar, M.E., Nocedal, J.: An interior-point algorithm for large-scale nonlinear programming. SIAM J. Optim. 9, 877-900 (1999)
-
(1999)
SIAM J. Optim.
, vol.9
, pp. 877-900
-
-
Byrd, R.H.1
Hribar, M.E.2
Nocedal, J.3
-
8
-
-
84863041059
-
The nonlinear bilevel programming problem: Formulations, regularity and optimality conditions
-
Chen, Y., Florian, M.: The nonlinear bilevel programming problem: Formulations, regularity and optimality conditions. Optim. 32, 193-209 (1995)
-
(1995)
Optim.
, vol.32
, pp. 193-209
-
-
Chen, Y.1
Florian, M.2
-
9
-
-
84989695113
-
A note on the optimality conditions for the bilevel programming problem
-
Clark, P.A., Westerberg, A.W.: A note on the optimality conditions for the bilevel programming problem. Naval Research Logistics Quarterly 35, 413-4-18 (1988)
-
(1988)
Naval Research Logistics Quarterly
, vol.35
, pp. 413-418
-
-
Clark, P.A.1
Westerberg, A.W.2
-
10
-
-
33645428916
-
An interior point method for mpecs
-
London Business School
-
DeMiguel, A.V., Friedlander, M.P., Nogales, F.J., Scholtes, S.: An interior point method for mpecs. Technical Report, London Business School, 2003
-
(2003)
Technical Report
-
-
Demiguel, A.V.1
Friedlander, M.P.2
Nogales, F.J.3
Scholtes, S.4
-
11
-
-
1542291969
-
Mathematical programs with equilibrium constraints: Automatic reformulation and solution via constraint optimization
-
Oxford University Computing Lab
-
Dirkse, S.P., Ferris, M.C., Meeraus, A.: Mathematical programs with equilibrium constraints: Automatic reformulation and solution via constraint optimization. Tech. Report NA-02/11, Oxford University Computing Lab, 2002
-
(2002)
Tech. Report
, vol.NA-02-11
-
-
Dirkse, S.P.1
Ferris, M.C.2
Meeraus, A.3
-
12
-
-
28244496090
-
Benchmarking optimization software with performance profiles
-
Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program., Ser. A 91, 201-213 (2002)
-
(2002)
Math. Program., Ser. A
, vol.91
, pp. 201-213
-
-
Dolan, E.D.1
Moré, J.J.2
-
13
-
-
0000425448
-
A smoothing method for mathematical programs with equilibrium constraints
-
Facchinei, F., Jiang, H.Y., Qi, L.: A smoothing method for mathematical programs with equilibrium constraints. Math. Program. 85, 107-134 (1999)
-
(1999)
Math. Program.
, vol.85
, pp. 107-134
-
-
Facchinei, F.1
Jiang, H.Y.2
Qi, L.3
-
14
-
-
0002423523
-
On bilevel programming, part I: General nonlinear cases
-
Falk, J.E., Liu, J.: On bilevel programming, part I: general nonlinear cases. Math. Program. 70, 47-72 (1995)
-
(1995)
Math. Program.
, vol.70
, pp. 47-72
-
-
Falk, J.E.1
Liu, J.2
-
15
-
-
33645434482
-
Numerical experience with solving MPECs by nonlinear programming methods
-
Dept. of Math., Univ. of Dundee, UK
-
Fletcher, R., Leyffer, S.: Numerical experience with solving MPECs by nonlinear programming methods. Numerical Analysis Report NA/YYY, Dept. of Math., Univ. of Dundee, UK, 2001
-
(2001)
Numerical Analysis Report NA/YYY
-
-
Fletcher, R.1
Leyffer, S.2
-
16
-
-
0013159608
-
Local convergence of SQP methods for mathematical programs with equilibrium constraints
-
Dept. of Math., Univ. of Dundee, UK
-
Fletcher, R., Leyffer, S., Ralph, D., Scholtes, S.: Local convergence of SQP methods for mathematical programs with equilibrium constraints. Numerical Analysis Report NA/209, Dept. of Math., Univ. of Dundee, UK, 2002
-
(2002)
Numerical Analysis Report NA/209
-
-
Fletcher, R.1
Leyffer, S.2
Ralph, D.3
Scholtes, S.4
-
17
-
-
0003404231
-
-
THOMSON, Brooks/cole
-
Fourer, R., Gay, D.M., Kernighan, B.W.: AMPL: A Modeling Language for Mathematical Programming. Second Edition, THOMSON, Brooks/cole, 2003
-
(2003)
AMPL: A Modeling Language for Mathematical Programming. Second Edition
-
-
Fourer, R.1
Gay, D.M.2
Kernighan, B.W.3
-
18
-
-
0032047752
-
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
-
Fukushima, M., Luo, Z.-Q., Pang, J.-S.: A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints. Comput. Optim. Appl. 10, 5-34 (1998)
-
(1998)
Comput. Optim. Appl.
, vol.10
, pp. 5-34
-
-
Fukushima, M.1
Luo, Z.-Q.2
Pang, J.-S.3
-
19
-
-
0032346174
-
Some feasibility issues in mathematical programs with equilibrium constraints
-
Fukushima, M., Pang, J.-S.: Some feasibility issues in mathematical programs with equilibrium constraints. SIAM J. Optim. 8, 673-681 (1998)
-
(1998)
SIAM J. Optim.
, vol.8
, pp. 673-681
-
-
Fukushima, M.1
Pang, J.-S.2
-
20
-
-
0001787420
-
Convergence of a smoothing continuation method for mathematical programs with complementarity constraints
-
M. Theŕa, R. Tichatschke, (eds.), Springer-Verlag, New York
-
Fukushima, M., Pang, J.-S.: Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. In: Ill-posed Variational Problems and Regularization Techniques, M. Theŕa, R. Tichatschke, (eds.), Springer-Verlag, New York, 1999, pp. 99-110
-
(1999)
Ill-posed Variational Problems and Regularization Techniques
, pp. 99-110
-
-
Fukushima, M.1
Pang, J.-S.2
-
21
-
-
0036351707
-
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
-
Fukushima, M., Tseng, P.: An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. SIAM J. Optim. 12, 724-739 (2002)
-
(2002)
SIAM J. Optim.
, vol.12
, pp. 724-739
-
-
Fukushima, M.1
Tseng, P.2
-
22
-
-
0003704256
-
-
Preprint, Bell Laboratories, Lucent Technologies, Murray Hill, NJ 07974
-
Gay, D.M.: Hooking your solver to AMPL. Preprint, Bell Laboratories, Lucent Technologies, Murray Hill, NJ 07974, 2000
-
(2000)
Hooking Your Solver to AMPL
-
-
Gay, D.M.1
-
23
-
-
21444451650
-
A Primal-Dual interior method for nonconvex nonlinear programming
-
Y. Yuan, (ed.), Kluwer Academic Publishers
-
Gay, D.M., Overton, M.L., Wright, M.H.: A Primal-Dual interior method for nonconvex nonlinear programming. Advances in nonlinear programming: Proceedings of the 96 International conference on nonlinear programming, Y. Yuan, (ed.), Kluwer Academic Publishers, 1998
-
(1998)
Advances in Nonlinear Programming: Proceedings of the 96 International Conference on Nonlinear Programming
-
-
Gay, D.M.1
Overton, M.L.2
Wright, M.H.3
-
24
-
-
0035603909
-
Superlinear convergence of primal-dual interior-point algorithms for nonlinear programming
-
Gould, N.I.M., Orban, D., Sartenaer, A., Toint, Ph.L.: Superlinear convergence of primal-dual interior-point algorithms for nonlinear programming. SIAM J. Optim. 11, 974-1002 (2001)
-
(2001)
SIAM J. Optim.
, vol.11
, pp. 974-1002
-
-
Gould, N.I.M.1
Orban, D.2
Sartenaer, A.3
Toint, Ph.L.4
-
25
-
-
0023997843
-
On the existence of optimal solutions to mathematical program with equilibrium constraints
-
Harker, P.T., Pang, J.-S.: On the existence of optimal solutions to mathematical program with equilibrium constraints. Oper. Res. Lett. 7, 61-64 (1988)
-
(1988)
Oper. Res. Lett.
, vol.7
, pp. 61-64
-
-
Harker, P.T.1
Pang, J.-S.2
-
26
-
-
0344704362
-
Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
-
Harker, P.T., Pang, J.-S.: Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications. Math. Program., Ser. B 48, 161-220 ( 1990)
-
(1990)
Math. Program., Ser. B
, vol.48
, pp. 161-220
-
-
Harker, P.T.1
Pang, J.-S.2
-
27
-
-
33645446786
-
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
-
The Johns Hopkins Univ.
-
Huang, J., Pang, J.-S.: A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options. Research Report, The Johns Hopkins Univ., 2001
-
(2001)
Research Report
-
-
Huang, J.1
Pang, J.-S.2
-
28
-
-
0034399526
-
Smooth SQP methods for mathematical programs with nonlinear complementarity constraints
-
Jiang, H. Y., Ralph, D.: Smooth SQP methods for mathematical programs with nonlinear complementarity constraints. SIAM J. Optim. 10, 779-808 (2000)
-
(2000)
SIAM J. Optim.
, vol.10
, pp. 779-808
-
-
Jiang, H.Y.1
Ralph, D.2
-
29
-
-
0043138124
-
The penalty interior point method fails to converge for mathematical programs with equilibrium constraints
-
Department of Math., University of Dundee
-
Leyffer, S.: The penalty interior point method fails to converge for mathematical programs with equilibrium constraints. Numerical analysis report NA/208, Department of Math., University of Dundee, 2002
-
(2002)
Numerical Analysis Report NA/208
-
-
Leyffer, S.1
-
30
-
-
23844491461
-
-
Leyffer, S.: MacMPEC - www-unix.mcs.anl.gov/leyffer/MacMPEC/. 2002
-
(2002)
MacMPEC
-
-
Leyffer, S.1
-
32
-
-
4544345071
-
A robust primal-dual interior point algorithm for nonlinear programs
-
Accepted for publication
-
Liu, X.-W., Sun, J.: A robust primal-dual interior point algorithm for nonlinear programs. Accepted for publication in SIAM J. Optim.
-
SIAM J. Optim.
-
-
Liu, X.-W.1
Sun, J.2
-
33
-
-
85139379835
-
Global convergence analysis of line search interior point methods for nonlinear programming without regularity assumptions
-
Accepted for publication
-
Liu, X.-W., Sun, J.: Global convergence analysis of line search interior point methods for nonlinear programming without regularity assumptions. Accepted for publication in J. Optim. Theory Appl.
-
J. Optim. Theory Appl.
-
-
Liu, X.-W.1
Sun, J.2
-
34
-
-
0035074966
-
A robust algorithm for optimization with general equality and inequality constraints
-
Liu, X.-W., Yuan, Y.-X.: A robust algorithm for optimization with general equality and inequality constraints. SIAM J. Sci. Comput. 22, 517-534 (2000)
-
(2000)
SIAM J. Sci. Comput.
, vol.22
, pp. 517-534
-
-
Liu, X.-W.1
Yuan, Y.-X.2
-
36
-
-
0022675593
-
Network design problem with congestion effects: A case of bilevel programming
-
Marcotte, P.: Network design problem with congestion effects: A case of bilevel programming. Math. Program. 34, 142-162 (1986)
-
(1986)
Math. Program.
, vol.34
, pp. 142-162
-
-
Marcotte, P.1
-
37
-
-
0001685432
-
On optimization problems with variational inequality constraints
-
Outrata, J.V.: On optimization problems with variational inequality constraints. SIAM J. Optim. 4, 340-357 (1994)
-
(1994)
SIAM J. Optim.
, vol.4
, pp. 340-357
-
-
Outrata, J.V.1
-
38
-
-
0000257424
-
A numerical approach to optimization problems with variational inequality constraints
-
Outrata, J.V., Zowe, J.: A numerical approach to optimization problems with variational inequality constraints. Math. Program. 68, 105-130 (1995)
-
(1995)
Math. Program.
, vol.68
, pp. 105-130
-
-
Outrata, J.V.1
Zowe, J.2
-
39
-
-
0000181946
-
Complementarity constraint qualifications and simplified B-stationarity conditions for mathematical programs with equilibrium constraints
-
Pang, J.-S., Fukushima, M.: Complementarity constraint qualifications and simplified B-stationarity conditions for mathematical programs with equilibrium constraints. Comput. Optim. Appl. 13, 111-136 (1999)
-
(1999)
Comput. Optim. Appl.
, vol.13
, pp. 111-136
-
-
Pang, J.-S.1
Fukushima, M.2
-
40
-
-
6344242214
-
An interior point method for mathematical programs with complementarity constraints
-
Department of Chemical Engineering, Carnegie Mellon University
-
Raghunathan, A.U., Biegler, L.T.: An interior point method for mathematical programs with complementarity constraints. Technical Report, Department of Chemical Engineering, Carnegie Mellon University, 2003
-
(2003)
Technical Report
-
-
Raghunathan, A.U.1
Biegler, L.T.2
-
41
-
-
0035603908
-
Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
-
Scholtes, S.: Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim. 11, 918-936 (2001)
-
(2001)
SIAM J. Optim.
, vol.11
, pp. 918-936
-
-
Scholtes, S.1
-
42
-
-
0034139059
-
Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity
-
Scholtes, S., Scheel, H.: Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity. Math. Oper. Res. 25, 1-22 (2000)
-
(2000)
Math. Oper. Res.
, vol.25
, pp. 1-22
-
-
Scholtes, S.1
Scheel, H.2
-
43
-
-
0344718017
-
Exact penalization of mathematical programs with equilibrium constraints
-
Scholtes, S., Stöhr, M.: Exact penalization of mathematical programs with equilibrium constraints. SIAM J. Control Optim. 37, 617-652 (1999)
-
(1999)
SIAM J. Control Optim.
, vol.37
, pp. 617-652
-
-
Scholtes, S.1
Stöhr, M.2
-
44
-
-
0035518451
-
How stringent is the linear independence assumption for mathematical programs with complementarity constraints
-
Scholtes, S., Stöhr, M.: How stringent is the linear independence assumption for mathematical programs with complementarity constraints. Math. Oper. Res. 26, 851-863 (2001)
-
(2001)
Math. Oper. Res.
, vol.26
, pp. 851-863
-
-
Scholtes, S.1
Stöhr, M.2
-
45
-
-
0000527046
-
Bilevel and multilevel programming: A bibliography review
-
Vicente, L.N., Calamai, P.: Bilevel and multilevel programming: A bibliography review. J. Global Optim. 5, 291-306 (1994)
-
(1994)
J. Global Optim.
, vol.5
, pp. 291-306
-
-
Vicente, L.N.1
Calamai, P.2
|