A two-sided relaxation scheme for mathematical programs with equilibrium constraints

SIAM Journal on Optimization

Volumn 16, Issue 2, 2006, Pages 587-609

  Demiguel, Victor ^a   Friedlander, Michael P ^b   Nogales, Francisco J ^c   Scholtes, Stefan ^d  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^d UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Barrier methods; Complementarity constraints; Constrained minimization; Interior point methods; Mathematical programs with equilibrium constraints; Nonlinear programming; Primal dual methods

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL PROGRAMMING; NONLINEAR PROGRAMMING; NUMERICAL ANALYSIS; PROBLEM SOLVING; RELAXATION PROCESSES;

BARRIER METHODS; COMPLEMENTARITY CONSTRAINTS; CONSTRAINED MINIMIZATION; EQUILIBRIUM CONSTRAINTS; INTERIOR POINT METHODS; MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS; PRIMAL DUAL METHODS;

CONSTRAINT THEORY;

EID: 33646718434     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/04060754x     Document Type: Article

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