메뉴 건너뛰기




Volumn 110, Issue 2, 2007, Pages 337-371

Elastic-mode algorithms for mathematical programs with equilibrium constraints: Global convergence and stationarity properties

Author keywords

C stationarity; Complementarity constraints; Elastic mode formulation; Equilibrium constraints; M stationarity; Nonlinear programming; Strong stationarity

Indexed keywords

CONSTRAINED OPTIMIZATION; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; PROBLEM SOLVING; THEOREM PROVING;

EID: 33947682809     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0005-4     Document Type: Article
Times cited : (67)

References (24)
  • 1
    • 27844590714 scopus 로고    scopus 로고
    • On using the elastic mode in nonlinear programming approaches to mathematical programs with complementarity constraints
    • Anitescu, M.: On using the elastic mode in nonlinear programming approaches to mathematical programs with complementarity constraints. SIAM J. Optim. 15, 1203-1236 (2005)
    • (2005) SIAM J. Optim , vol.15 , pp. 1203-1236
    • Anitescu, M.1
  • 2
    • 33144466691 scopus 로고    scopus 로고
    • Global convergence of an elastic mode approach for a class of mathematical programs with complementarity constraints
    • Anitescu, M.: Global convergence of an elastic mode approach for a class of mathematical programs with complementarity constraints. SIAM J. Optim. 16, 120-145 (2005)
    • (2005) SIAM J. Optim , vol.16 , pp. 120-145
    • Anitescu, M.1
  • 4
    • 0001556338 scopus 로고    scopus 로고
    • Nonlinear programming without a penalty function
    • Fletcher, R., Leyffer, S.: Nonlinear programming without a penalty function. Math. Program. Ser. A 91, 239-269 (2002)
    • (2002) Math. Program. Ser. A , vol.91 , pp. 239-269
    • Fletcher, R.1    Leyffer, S.2
  • 5
    • 33947629268 scopus 로고    scopus 로고
    • Fletcher, R., Leyffer, S.: Numerical experience with solving MPECs as NLPs, Report NA/210, University of Dundee (2002)
    • Fletcher, R., Leyffer, S.: Numerical experience with solving MPECs as NLPs, Report NA/210, University of Dundee (2002)
  • 6
    • 0001787420 scopus 로고    scopus 로고
    • Convergence of a smoothing continuation method for mathematical programs with complementarity constraints
    • Théra, M, Tichatschke, R, eds, Ill-posed Variational Problems and Regularization Techniques, of, Springer, Berlin Heidelberg New York, pp
    • Fukushima, M., Pang, J.-S.: Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. In: Théra, M., Tichatschke, R. (eds.) Ill-posed Variational Problems and Regularization Techniques, vol. 477 of Lecture Notes in Economics and Mathematical Systems, Springer, Berlin Heidelberg New York, pp. 99-110 (1999)
    • (1999) Lecture Notes in Economics and Mathematical Systems , vol.477 , pp. 99-110
    • Fukushima, M.1    Pang, J.-S.2
  • 7
    • 0036351707 scopus 로고    scopus 로고
    • 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)
    • 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)
  • 8
    • 33947700971 scopus 로고    scopus 로고
    • Gay, D.M.: Hooking your solver to AMPL, technical report, Bell Laboratories. Murray Hill, NJ, 1993. Revised 1994, 1997
    • Gay, D.M.: Hooking your solver to AMPL, technical report, Bell Laboratories. Murray Hill, NJ, 1993. Revised 1994, 1997
  • 9
    • 8644263217 scopus 로고    scopus 로고
    • Convergence of a penalty method for mathematical programming with complementarity constraints
    • Hu, X.M., Ralph, D.: Convergence of a penalty method for mathematical programming with complementarity constraints. J. Optim. Theory Appl. 123, 365-390 (2004)
    • (2004) J. Optim. Theory Appl , vol.123 , pp. 365-390
    • Hu, X.M.1    Ralph, D.2
  • 10
    • 0022702849 scopus 로고
    • Critical sets in parametric optimization
    • Jongen, H.T., Jonker, P., Twilt, F.: Critical sets in parametric optimization. Math. Program. 34, 333-353 (1986)
    • (1986) Math. Program , vol.34 , pp. 333-353
    • Jongen, H.T.1    Jonker, P.2    Twilt, F.3
  • 11
    • 0022439844 scopus 로고
    • One-parameter families of optimization problems: Equality constraints
    • Jongen, H.T., Jonker, P., Twill, E: One-parameter families of optimization problems: Equality constraints. J Optim. Theory Appl. 48, 141-161 (1986)
    • (1986) J Optim. Theory Appl , vol.48 , pp. 141-161
    • Jongen, H.T.1    Jonker, P.2    Twill, E.3
  • 12
    • 23944434405 scopus 로고    scopus 로고
    • Optimization problems with equilibrium constraints and their numerical solution
    • Kocvara, M., Outrata, J.: Optimization problems with equilibrium constraints and their numerical solution. Math. Program. 101, 119-149 (2004)
    • (2004) Math. Program , vol.101 , pp. 119-149
    • Kocvara, M.1    Outrata, J.2
  • 13
    • 33947701092 scopus 로고    scopus 로고
    • Leyffer, S, MacMPEC AMPL collection of mathematical programs with equilibrium constraints
    • Leyffer, S.: MacMPEC AMPL collection of mathematical programs with equilibrium constraints
  • 14
    • 0037492022 scopus 로고    scopus 로고
    • New relaxation method for mathematical programs with complementarity constraints
    • Lin, G.H., Fukushima, M.: New relaxation method for mathematical programs with complementarity constraints. J. Optim. Theory Appl. 118, 81-116 (2003)
    • (2003) J. Optim. Theory Appl , vol.118 , pp. 81-116
    • Lin, G.H.1    Fukushima, M.2
  • 15
    • 23944502258 scopus 로고    scopus 로고
    • Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints
    • Liu, X., Sun, J.: Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints. Math. Program. 101, 231-261 (2004)
    • (2004) Math. Program , vol.101 , pp. 231-261
    • Liu, X.1    Sun, J.2
  • 16
    • 0003143226 scopus 로고    scopus 로고
    • Piecewise sequential quadratic programming for mathematical programs with nonlinear complementarity constraints
    • Migdalas, A, Pardalos, P, Varbrand, P, eds, Kluwer, Dordrecht, pp
    • Luo, Z.-Q., Pang, J.-S., Ralph, D.: Piecewise sequential quadratic programming for mathematical programs with nonlinear complementarity constraints. In: Migdalas, A., Pardalos, P., Varbrand, P. (eds.) Multilevel Optimization: Algorithms, Complexity and Applications. Kluwer, Dordrecht, pp. 209-229 (1998)
    • (1998) Multilevel Optimization: Algorithms, Complexity and Applications , pp. 209-229
    • Luo, Z.-Q.1    Pang, J.-S.2    Ralph, D.3
  • 17
    • 0033359013 scopus 로고    scopus 로고
    • Optimality conditions for a class of mathematical programs with equilibrium constraints
    • Outrata, J.: Optimality conditions for a class of mathematical programs with equilibrium constraints. Math. Oper. Res. 24, 627-644 (1999)
    • (1999) Math. Oper. Res , vol.24 , pp. 627-644
    • Outrata, J.1
  • 20
    • 6344235094 scopus 로고    scopus 로고
    • Some properties of regularization and penalization schemes for MPECs
    • Ralph, D., Wright, S.J.: Some properties of regularization and penalization schemes for MPECs. Optim. Methods Softw. 19, 527-556 (2004)
    • (2004) Optim. Methods Softw , vol.19 , pp. 527-556
    • Ralph, D.1    Wright, S.J.2
  • 21
    • 0020165423 scopus 로고
    • Generalized equations and their solutions. Part II: Applications to nonlinear programming
    • Robinson, S.M.: Generalized equations and their solutions. Part II: Applications to nonlinear programming. Math. Program. Study 19, 200-221 (1982)
    • (1982) Math. Program. Study , vol.19 , pp. 200-221
    • Robinson, S.M.1
  • 22
    • 0034139059 scopus 로고    scopus 로고
    • Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity
    • Scheel, H., Scholtes, S.: 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
    • Scheel, H.1    Scholtes, S.2
  • 23
    • 0035603908 scopus 로고    scopus 로고
    • 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
  • 24
    • 0035518451 scopus 로고    scopus 로고
    • 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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.