메뉴 건너뛰기




Volumn 32, Issue 2, 2007, Pages 467-483

Mathematical programs with complementarity constraints: Convergence properties of a smoothing method

Author keywords

Genericity; Mathematical programs with complementarity constraints; Rate of convergence; Smoothing method

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; PROBLEM SOLVING;

EID: 38549103207     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1060.0245     Document Type: Article
Times cited : (22)

References (19)
  • 1
    • 0029206129 scopus 로고
    • Smoothing methods for convex inequalities and linear complementarity problems
    • Chen, C., O. L. Mangasarian. 1995. Smoothing methods for convex inequalities and linear complementarity problems. Math. Programming 71 51-69.
    • (1995) Math. Programming , vol.71 , pp. 51-69
    • Chen, C.1    Mangasarian, O.L.2
  • 2
    • 84863041059 scopus 로고
    • The nonlinear bilevel programming problem: Formulations, regularity and optimality conditions
    • Chen, Y., M. Florian. 1995. The nonlinear bilevel programming problem: Formulations, regularity and optimality conditions. Optimization 32 193-209.
    • (1995) Optimization , vol.32 , pp. 193-209
    • Chen, Y.1    Florian, M.2
  • 3
    • 0000425448 scopus 로고    scopus 로고
    • A smoothing method for mathematical programs with equilibrium problems
    • Facchinei, F., H. Jiang, L. Qi. 1999. A smoothing method for mathematical programs with equilibrium problems. Math. Programming 95 107-134.
    • (1999) Math. Programming , vol.95 , pp. 107-134
    • Facchinei, F.1    Jiang, H.2    Qi, L.3
  • 4
    • 15244359760 scopus 로고    scopus 로고
    • A modified relaxation scheme for mathematical programs with complementary constraints
    • Fukushima, M., G.-H. Lin. 2005. A modified relaxation scheme for mathematical programs with complementary constraints. Ann. Oper. Res. 133 63-84.
    • (2005) Ann. Oper. Res , vol.133 , pp. 63-84
    • Fukushima, M.1    Lin, G.-H.2
  • 5
    • 0001787420 scopus 로고    scopus 로고
    • Convergence of a smoothing continuation method for mathematical programs with complementarity constraints
    • M. Thera, R. Tichatschke, eds, Springer-Verlag, Berlin/Heidelberg, Germany
    • Fukushima, M., J.-S. Pang. 1999. Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. M. Thera, R. Tichatschke, eds. Ill-Posed Variational Problems and Regularization Techniques, Lecture Notes in Econom. Math. Systems, Vol. 477. Springer-Verlag, Berlin/Heidelberg, Germany, 99-110.
    • (1999) Ill-Posed Variational Problems and Regularization Techniques, Lecture Notes in Econom. Math. Systems , vol.477 , pp. 99-110
    • Fukushima, M.1    Pang, J.-S.2
  • 7
    • 1642392482 scopus 로고    scopus 로고
    • On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints
    • Hu, X. 2004. On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints. Optimization 53 39-50.
    • (2004) Optimization , vol.53 , pp. 39-50
    • Hu, X.1
  • 8
    • 0042637223 scopus 로고    scopus 로고
    • A note on sensitivity of value functions of mathematical programs with complementarity constraints
    • Hu, X., D. Ralph. 2002. A note on sensitivity of value functions of mathematical programs with complementarity constraints. Math. Programming, Ser. A 93 265-279.
    • (2002) Math. Programming, Ser. A , vol.93 , pp. 265-279
    • Hu, X.1    Ralph, D.2
  • 10
    • 0037492022 scopus 로고    scopus 로고
    • New relaxation method for mathematical programs with complementarity constraints
    • Lin, G. H., M. Fukushima. 2003. New relaxation method for mathematical programs with complementarity constraints. J. Optim. Theory Appl. 118(1) 81-116.
    • (2003) J. Optim. Theory Appl , vol.118 , Issue.1 , pp. 81-116
    • Lin, G.H.1    Fukushima, M.2
  • 13
    • 6344235094 scopus 로고    scopus 로고
    • Some properties of regularization and penalization schemes for MPECS
    • Ralph, D., S. J. Wright. 2004. Some properties of regularization and penalization schemes for MPECS. Optim. Methods Software 19 527-556.
    • (2004) Optim. Methods Software , vol.19 , pp. 527-556
    • Ralph, D.1    Wright, S.J.2
  • 14
    • 0034139059 scopus 로고    scopus 로고
    • Mathematical programs with complementarity constraints: Stationarity, optimality and sensitivity
    • Scheel, H., S. Scholtes. 2000. Mathematical programs with complementarity constraints: Stationarity, optimality and sensitivity. Math. Oper. Res. 25(1) 1-21.
    • (2000) Math. Oper. Res , vol.25 , Issue.1 , pp. 1-21
    • Scheel, H.1    Scholtes, S.2
  • 15
    • 0035603908 scopus 로고    scopus 로고
    • Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
    • Scholtes, S. 2001. Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim. 11(4) 918-936.
    • (2001) SIAM J. Optim , vol.11 , Issue.4 , pp. 918-936
    • Scholtes, S.1
  • 16
    • 0035518451 scopus 로고    scopus 로고
    • How stringent is the linear independence assumption for mathematical programs with stationary constraints?
    • Scholtes, S., M. Stöhr. 2001. How stringent is the linear independence assumption for mathematical programs with stationary constraints? Math. Oper. Res. 26(4) 851-863.
    • (2001) Math. Oper. Res , vol.26 , Issue.4 , pp. 851-863
    • Scholtes, S.1    Stöhr, M.2
  • 17
    • 1642417653 scopus 로고    scopus 로고
    • Solving semi-infinite optimization problems with interior point techniques
    • Stein, O., G. Still. 2003. Solving semi-infinite optimization problems with interior point techniques. SIAM J. Control Optim. 42(3) 769-788.
    • (2003) SIAM J. Control Optim , vol.42 , Issue.3 , pp. 769-788
    • Stein, O.1    Still, G.2
  • 18
    • 0030516952 scopus 로고    scopus 로고
    • Survey paper: Optimality conditions in smooth nonlinear optimization
    • Still, G., M. Streng. 1996. Survey paper: Optimality conditions in smooth nonlinear optimization. J. Optim. Appl. Theory 90(3) 483-516.
    • (1996) J. Optim. Appl. Theory , vol.90 , Issue.3 , pp. 483-516
    • Still, G.1    Streng, M.2
  • 19
    • 0036671312 scopus 로고    scopus 로고
    • Properties of the log-barrier function on degenerate nonlinear programs
    • Wright, S. J., D. Orban. 2002. Properties of the log-barrier function on degenerate nonlinear programs. Math. Oper. Res. 27(3) 585-613.
    • (2002) Math. Oper. Res , vol.27 , Issue.3 , pp. 585-613
    • Wright, S.J.1    Orban, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.