[4] DeMiguel, V., Friedlander, M. P., Nogales, F. J., Scholtes, S.:
A two-sided relaxation scheme for mathematical programs with equilibrium constraints. SIAM J. Optim. 16 (2005), 587-609.
DOI 10.1137/04060754x |
MR 2197997 |
Zbl 1122.90060
[6] Fletcher, R.:
Practical Methods of Optimization 2: Constrained Optimization. John Wiley and Sons, Chichester 1981.
MR 0633058
[7] Fletcher, R., Leyffer, S.:
Solving mathematical programs with complementary constraints as nonlinear programs.
Zbl 1074.90044
[10] Gfrerer, H.:
Optimality conditions for disjunctive programs based on generalized differentiation with application to mathematical programs with equilibrium constraints. SIAM J. Optim. 24 (2014), 898-931.
DOI 10.1137/130914449 |
MR 3217222 |
Zbl 1298.49021
[12] Hu, X. M., Ralph, D.:
Convergence of a penalty method for mathematical programming with complementarity constraints. J. Optim. Theory Appl. 123 (2004), 365-390.
DOI 10.1007/s10957-004-5154-0 |
MR 2101411
[13] Izmailov, A. F., Pogosyan, A. L., Solodov, M. V.:
Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints. Computational Optim. Appl. 51 (2012), 199-221.
DOI 10.1007/s10589-010-9341-7 |
MR 2872496 |
Zbl 1245.90124
[14] Jiang, H., Ralph, D.:
QPECgen, a MATLAB generator for mathematical programs with quadratic objectives and affine variational inequality constraints. Comput. Optim. Appl. 13 (1999), 25-59.
DOI 10.1023/A:1008696504163 |
MR 1704113
[16] Kadrani, A., Dussault, J. P., Benchakroun, A.:
A new regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim. 20 (2009), 78-103.
DOI 10.1137/070705490 |
MR 2496894 |
Zbl 1187.65064
[17] Kanzow, C., Schwartz, A.:
A new regularization method for mathematical programs with complementarity constraints with strong convergence properties. SIAM J. Optim. 23 (2013), 770-798.
DOI 10.1137/100802487 |
MR 3045664 |
Zbl 1282.65069
[18] Kanzow, C., Schwartz, A.:
The price of inexactness: convergence properties of relaxation methods for mathematical programs with equilibrium constraints revisited. Math. Oper. Res. 40 (2015), 2, 253-275.
DOI 10.1287/moor.2014.0667 |
MR 3320430
[19] Leyffer, S.:
MacMPEC: AMPL collection of MPECs, 2000.
DOI
[23] Luo, Z. Q., Pang, J. S., Ralph, D.:
Piecewise sequential quadratic programming for mathematical programs with nonlinear complementarity constraints. In: Multilevel Optimization: Algorithms, Complexity, and Applications (A. Migdalas, P. Pardalos, and P. Värbrand, eds.), Kluwer Academic Publishers, Dordrecht 1998, pp. 209-229.
DOI 10.1007/978-1-4613-0307-7_9 |
MR 1605239 |
Zbl 0897.90184
[24] Luo, Z. Q., Pang, J. S., Ralph, D., Wu, S. Q.:
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints. Math. Programming 75 (1996), 19-76.
DOI 10.1007/bf02592205 |
MR 1415093 |
Zbl 0870.90092
[25] Outrata, J. V., Kočvara, M., Zowe, J.:
Nonsmooth Approach to Optimization Problems with Equilibrium Constraints, Nonconvex Optimization and its Applications. Kluwer Academic Publishers, Dordrecht 1998.
DOI 10.1007/978-1-4757-2825-5 |
MR 1641213
[26] Powell, M. J. D.:
A fast algorithm for nonlinearly constrained optimization calculations. In: Numerical Analysis Dundee 1977 (G. A. Watson, ed.), Lecture Notes in Mathematics 630, Springer, Berlin, 1978, pp. 144-157.
DOI 10.1007/bfb0067703 |
MR 0483447 |
Zbl 0374.65032
[31] Steffensen, S., Ulbrich, M.:
A new regularization scheme for mathematical programs with equilibrium constraints. SIAM J. Optim. 20 (2010), 2504-2539.
DOI 10.1137/090748883 |
MR 2678403
[33] Stöhr, M.: Nonsmooth Trust Region Methods and their Applications to Mathematical Programs with Equilibrium Constraints. Shaker-Verlag, Aachen 1999.
[34] Zhang, J., Liu, G.:
A new extreme point algorithm and its application in psqp algorithms for solving mathematical programs with linear complementarity constraints. J. Glob. Optim. 19 (2001), 335-361.
DOI 10.1023/A:1011226232107 |
MR 1824769 |
Zbl 1049.90125