Mathematical Programming, ISSN 0025-5610, 2/2013, Volume 137, Issue 1, pp. 257 - 288

Mathematical programs with equilibrium constraints (MPECs) are difficult optimization problems whose feasible sets do not satisfy most of the standard...

Global convergence | Constraint qualification | 65K05 | Theoretical, Mathematical and Computational Physics | Mathematics | 90C31 | Mathematical Methods in Physics | Performance profiles | 90C30 | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | Numerical Analysis | Mathematical programs with complementarity constraints | Relaxation method | Combinatorics | MATHEMATICS, APPLIED | ELASTIC MODE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | QUALIFICATION | REGULARIZATION SCHEME | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | STATIONARITY | LINEAR-DEPENDENCE CONDITION | Studies | Numerical analysis | Optimization | Mathematical programming | Theorems | Collection | Mathematical models | Standards | Convergence

Global convergence | Constraint qualification | 65K05 | Theoretical, Mathematical and Computational Physics | Mathematics | 90C31 | Mathematical Methods in Physics | Performance profiles | 90C30 | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | Numerical Analysis | Mathematical programs with complementarity constraints | Relaxation method | Combinatorics | MATHEMATICS, APPLIED | ELASTIC MODE | COMPUTER SCIENCE, SOFTWARE ENGINEERING | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | QUALIFICATION | REGULARIZATION SCHEME | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | STATIONARITY | LINEAR-DEPENDENCE CONDITION | Studies | Numerical analysis | Optimization | Mathematical programming | Theorems | Collection | Mathematical models | Standards | Convergence

Journal Article

Mathematical Programming Computation, ISSN 1867-2949, 6/2019, Volume 11, Issue 2, pp. 267 - 310

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with...

Linear programs with complementarity constraints | MPECs | 90C57 | Mathematics of Computing | Operations Research/Decision Theory | 90C33 | 65K10 | Mathematics | Theory of Computation | 90C26 | Branch-and-cut | Optimization

Linear programs with complementarity constraints | MPECs | 90C57 | Mathematics of Computing | Operations Research/Decision Theory | 90C33 | 65K10 | Mathematics | Theory of Computation | 90C26 | Branch-and-cut | Optimization

Journal Article

Mathematical Programming, ISSN 0025-5610, 5/2018, Volume 169, Issue 1, pp. 221 - 254

This paper studies the difference-of-convex (DC) penalty formulations and the associated difference-of-convex algorithm (DCA) for computing stationary...

90C30 Nonlinear programming | Difference-of-convex | 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) | Theoretical, Mathematical and Computational Physics | Bilevel programming | Mathematics | Mathematical Methods in Physics | Complementarity constraints | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | 90C05 Linear programming | Numerical Analysis | Penalty functions | Combinatorics | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MATHEMATICAL PROGRAMS | CONVERGENCE | Management science | Algorithms | Formulations | Linear programming | Nonlinear programming

90C30 Nonlinear programming | Difference-of-convex | 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) | Theoretical, Mathematical and Computational Physics | Bilevel programming | Mathematics | Mathematical Methods in Physics | Complementarity constraints | Calculus of Variations and Optimal Control; Optimization | Mathematics of Computing | 90C05 Linear programming | Numerical Analysis | Penalty functions | Combinatorics | COMPUTER SCIENCE, SOFTWARE ENGINEERING | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MATHEMATICAL PROGRAMS | CONVERGENCE | Management science | Algorithms | Formulations | Linear programming | Nonlinear programming

Journal Article

SIAM JOURNAL ON OPTIMIZATION, ISSN 1052-6234, 2013, Volume 23, Issue 2, pp. 770 - 798

Mathematical programs with equilibrium (or complementarity) constraints (MPECs) form a difficult class of optimization problems. The feasible set has a very...

MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | RELAXATION SCHEME | mathematical programs with complementarity constraints | global convergence | VANISHING CONSTRAINTS | ELASTIC MODE | VARIATIONAL INEQUALITY CONSTRAINTS | regularization method | strong stationarity | INTERIOR-POINT METHOD | EQUILIBRIUM CONSTRAINTS | M-stationarity | constraint qualifications | OPTIMALITY CONDITIONS | QUALIFICATIONS | LINEAR-DEPENDENCE CONDITION | Regularization method | Global convergence | Constraint qualifications | Mathematical programs with complementarity constraints | Strong stationarity | Algorithms | Mathematical analysis | Regularization | Standards | Optimization | Convergence

MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | RELAXATION SCHEME | mathematical programs with complementarity constraints | global convergence | VANISHING CONSTRAINTS | ELASTIC MODE | VARIATIONAL INEQUALITY CONSTRAINTS | regularization method | strong stationarity | INTERIOR-POINT METHOD | EQUILIBRIUM CONSTRAINTS | M-stationarity | constraint qualifications | OPTIMALITY CONDITIONS | QUALIFICATIONS | LINEAR-DEPENDENCE CONDITION | Regularization method | Global convergence | Constraint qualifications | Mathematical programs with complementarity constraints | Strong stationarity | Algorithms | Mathematical analysis | Regularization | Standards | Optimization | Convergence

Journal Article

Journal of Zhejiang University, Science Edition, ISSN 1008-9497, 03/2018, Volume 45, Issue 2, pp. 147 - 155

Journal Article

Optimization Methods and Software, ISSN 1055-6788, 07/2017, Volume 32, Issue 4, pp. 670 - 698

In this paper an inverse optimal control problem in the form of a mathematical program with complementarity constraints (MPCC) is considered and numerical...

mathematical program with complementarity constraints | 90C46 | 90C33 | inverse optimal control | locomotion | 49M05 | constraint qualification | 49K15 | constant positive-linear dependence | Mathematical program with complementarity constraints | Locomotion | Constraint qualification | Inverse optimal control | Constant positive-linear dependence | SYSTEM | MATHEMATICS, APPLIED | RELAXATION SCHEME | COST-FUNCTIONS | ARM MOVEMENTS | MODEL | DYNAMIC OPTIMIZATION | BILEVEL PROGRAMS | COMPUTER SCIENCE, SOFTWARE ENGINEERING | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | QUALIFICATION | MULTIPLE SHOOTING METHOD | EQUILIBRIUM CONSTRAINTS | Functions (mathematics) | Navigation | Mathematical analysis | Optimal control | Cost function | Control systems | Mathematical models | Nonlinear programming | Deviation | Mathematical programming | Hoisting

mathematical program with complementarity constraints | 90C46 | 90C33 | inverse optimal control | locomotion | 49M05 | constraint qualification | 49K15 | constant positive-linear dependence | Mathematical program with complementarity constraints | Locomotion | Constraint qualification | Inverse optimal control | Constant positive-linear dependence | SYSTEM | MATHEMATICS, APPLIED | RELAXATION SCHEME | COST-FUNCTIONS | ARM MOVEMENTS | MODEL | DYNAMIC OPTIMIZATION | BILEVEL PROGRAMS | COMPUTER SCIENCE, SOFTWARE ENGINEERING | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | QUALIFICATION | MULTIPLE SHOOTING METHOD | EQUILIBRIUM CONSTRAINTS | Functions (mathematics) | Navigation | Mathematical analysis | Optimal control | Cost function | Control systems | Mathematical models | Nonlinear programming | Deviation | Mathematical programming | Hoisting

Journal Article

7.
Full Text
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints

Annals of Operations Research, ISSN 0254-5330, 1/2005, Volume 133, Issue 1, pp. 63 - 84

In this paper, we consider a mathematical program with complementarity constraints. We present a modified relaxed program for this problem, which involves less...

mathematical program with complementarity constraints | Operations Research/Decision Theory | (B-, M-, C-)stationarity | nondegeneracy | Theory of Computation | weak second-order necessary conditions | upper level strict complementarity | Combinatorics | (MPEC-)linear independence constraint qualification | Economics / Management Science | Mathematical program with complementarity constraints | Upper level strict complementarity | Nondegeneracy | Weak second-order necessary conditions | OPTIMIZATION PROBLEMS | SMOOTHING METHOD | EXACT PENALIZATION | VARIATIONAL INEQUALITY CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | STATIONARITY CONDITIONS | CONVERGENCE | Studies | Operations research | Mathematical programming

mathematical program with complementarity constraints | Operations Research/Decision Theory | (B-, M-, C-)stationarity | nondegeneracy | Theory of Computation | weak second-order necessary conditions | upper level strict complementarity | Combinatorics | (MPEC-)linear independence constraint qualification | Economics / Management Science | Mathematical program with complementarity constraints | Upper level strict complementarity | Nondegeneracy | Weak second-order necessary conditions | OPTIMIZATION PROBLEMS | SMOOTHING METHOD | EXACT PENALIZATION | VARIATIONAL INEQUALITY CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | STATIONARITY CONDITIONS | CONVERGENCE | Studies | Operations research | Mathematical programming

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 01/2006, Volume 128, Issue 1, pp. 1 - 28

We consider a mathematical program with complementarity constraints (MPCC). Our purpose is to develop methods that enable us to compute a solution or a point...

linear independence constraint qualification (LICQ) | Mathematics | Theory of Computation | Mathematical programs with complementarity constraints (MPCC) | identification functions | Optimization | asymptotically weak nondegeneracy | Operations Research/Decision Theory | Calculus of Variations and Optimal Control | Applications of Mathematics | Engineering, general | M-stationarity | C-stationarity | B-stationarity | Asymptotically weak nondegeneracy | Identification functions | Linear independence constraint qualification (LICQ) | MATHEMATICS, APPLIED | ALGORITHM | SMOOTHING METHOD | SCHEME | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | POINT | mathematical programs with complementarity constraints (MPCC) | Studies | Algorithms | Mathematical programming | Mathematical analysis | Smoothing | Nonlinearity | Strategy | Mathematical models | Continuation methods

linear independence constraint qualification (LICQ) | Mathematics | Theory of Computation | Mathematical programs with complementarity constraints (MPCC) | identification functions | Optimization | asymptotically weak nondegeneracy | Operations Research/Decision Theory | Calculus of Variations and Optimal Control | Applications of Mathematics | Engineering, general | M-stationarity | C-stationarity | B-stationarity | Asymptotically weak nondegeneracy | Identification functions | Linear independence constraint qualification (LICQ) | MATHEMATICS, APPLIED | ALGORITHM | SMOOTHING METHOD | SCHEME | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | POINT | mathematical programs with complementarity constraints (MPCC) | Studies | Algorithms | Mathematical programming | Mathematical analysis | Smoothing | Nonlinearity | Strategy | Mathematical models | Continuation methods

Journal Article

Mathematical Methods in the Applied Sciences, ISSN 0170-4214, 11/2007, Volume 30, Issue 17, pp. 2179 - 2195

In this paper, we suggest a new relaxation method for solving mathematical programs with complementarity constraints. This method can be regarded as a...

mathematical program with complementarity constraints | convergence | stationarity | MPEC‐linear independence constraint qualification | Mathematical program with complementarity constraints | MPEC-linear independence constraint qualification | Stationarity | Convergence | SCHEME | MATHEMATICS, APPLIED | ALGORITHM

mathematical program with complementarity constraints | convergence | stationarity | MPEC‐linear independence constraint qualification | Mathematical program with complementarity constraints | MPEC-linear independence constraint qualification | Stationarity | Convergence | SCHEME | MATHEMATICS, APPLIED | ALGORITHM

Journal Article

Journal of Optimization Theory and Applications, ISSN 0022-3239, 7/2003, Volume 118, Issue 1, pp. 81 - 116

In this paper, we present a new relaxation method for mathematical programs with complementarity constraints. Based on the fact that a variational inequality...

Mathematics | Theory of Computation | upper level strict complementarity | Optimization | second-order necessary conditions | nondegeneracy | Calculus of Variations and Optimal Control | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | C-stationarity | M-stationarity | Mathematical programs with equilibrium constraints | weak stationarity | linear independence constraint qualification | B-stationarity | Weak stationarity | Upper level strict complementarity | Nondegeneracy | Linear independence constraint qualification | Second-order necessary conditions | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | mathematical programs with equilibrium constraints | EXACT PENALIZATION | VARIATIONAL INEQUALITY CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | STATIONARITY CONDITIONS

Mathematics | Theory of Computation | upper level strict complementarity | Optimization | second-order necessary conditions | nondegeneracy | Calculus of Variations and Optimal Control | Applications of Mathematics | Engineering, general | Operation Research/Decision Theory | C-stationarity | M-stationarity | Mathematical programs with equilibrium constraints | weak stationarity | linear independence constraint qualification | B-stationarity | Weak stationarity | Upper level strict complementarity | Nondegeneracy | Linear independence constraint qualification | Second-order necessary conditions | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | mathematical programs with equilibrium constraints | EXACT PENALIZATION | VARIATIONAL INEQUALITY CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | STATIONARITY CONDITIONS

Journal Article

Mathematics of Operations Research, ISSN 0364-765X, 11/2001, Volume 26, Issue 4, pp. 851 - 863

The linear independence constraint qualifications (LICQ) plays an important role in the analysis of mathematical programs with complementarity constraints...

critical point | complementarity constraints | Constraint qualification | Mathematical theorems | Critical points | Topological vector spaces | Mathematical functions | Topology | Nonlinear programming | Data smoothing | Index sets | Topological spaces | Variational inequalities | Complementarity constraints | Critical point | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | constraint qualification | OPTIMALITY | Linear complementarity problem | Research | Studies | Operations research | Mathematical programming

critical point | complementarity constraints | Constraint qualification | Mathematical theorems | Critical points | Topological vector spaces | Mathematical functions | Topology | Nonlinear programming | Data smoothing | Index sets | Topological spaces | Variational inequalities | Complementarity constraints | Critical point | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | EQUILIBRIUM CONSTRAINTS | constraint qualification | OPTIMALITY | Linear complementarity problem | Research | Studies | Operations research | Mathematical programming

Journal Article

Numerical Functional Analysis and Optimization, ISSN 0163-0563, 01/2006, Volume 27, Issue 1, pp. 71 - 98

In this paper, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained mathematical program via the...

Penalty function | Mathematical program | 90C30 | Complementarity constraints | 90C33 | B-stationary point | Linear independence constraint qualification | Optimality condition | 90C26 | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | 2ND-ORDER | mathematical program | ALGORITHM | VARIATIONAL INEQUALITY CONSTRAINTS | penalty function | complementarity constraints | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | STATIONARITY | optimality condition | OPTIMALITY | linear independence constraint qualification

Penalty function | Mathematical program | 90C30 | Complementarity constraints | 90C33 | B-stationary point | Linear independence constraint qualification | Optimality condition | 90C26 | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | 2ND-ORDER | mathematical program | ALGORITHM | VARIATIONAL INEQUALITY CONSTRAINTS | penalty function | complementarity constraints | EQUILIBRIUM CONSTRAINTS | CONVERGENCE | STATIONARITY | optimality condition | OPTIMALITY | linear independence constraint qualification

Journal Article

Industrial & Engineering Chemistry Research, ISSN 0888-5885, 01/2014, Volume 53, Issue 2, pp. 752 - 764

The simultaneous optimal design and control problem of an extractive distillation system is studied using a rigorous model and solved when the feed is...

ENGINEERING, CHEMICAL | ENERGY | NMPC | TRAYS | STATE | COLUMNS | DYNAMIC OPTIMIZATION | FORMULATION | MODEL-PREDICTIVE CONTROL | STRATEGIES | Distillation | Design engineering | Trays | Ethyl alcohol | Control systems | Mathematical models | Optimization | Columns (structural) | Engineering Sciences | Chemical and Process Engineering

ENGINEERING, CHEMICAL | ENERGY | NMPC | TRAYS | STATE | COLUMNS | DYNAMIC OPTIMIZATION | FORMULATION | MODEL-PREDICTIVE CONTROL | STRATEGIES | Distillation | Design engineering | Trays | Ethyl alcohol | Control systems | Mathematical models | Optimization | Columns (structural) | Engineering Sciences | Chemical and Process Engineering

Journal Article

Optimization Letters, ISSN 1862-4472, 3/2014, Volume 8, Issue 3, pp. 811 - 822

Quadratic Convex Reformulation (QCR) is a technique that has been proposed for binary and mixed integer quadratic programs. In this paper, we extend the QCR...

Quadratic convex reformulation (QCR) | Computational Intelligence | Operations Research/Decision Theory | Semidefinite program (SDP) | Numerical and Computational Physics | Mathematics | Convex quadratic program with linear complementarity constraints (QPCC) | Optimization | Quadratically constrained quadratic program (QCQP) | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Quadratic convex reformulation (QCR) | Computational Intelligence | Operations Research/Decision Theory | Semidefinite program (SDP) | Numerical and Computational Physics | Mathematics | Convex quadratic program with linear complementarity constraints (QPCC) | Optimization | Quadratically constrained quadratic program (QCQP) | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Journal Article

SIAM Journal on Control and Optimization, ISSN 0363-0129, 2016, Volume 54, Issue 1, pp. 129 - 152

In this paper we consider an elastic vector-valued Allen-Cahn mathematical programs with complementarity constraints problem. We use a regularization approach...

Optimality conditions | MPCCs | Parabolic obstacle problems | Linear elasticity | Vector-valued Allen-Cahn system | Mathematical programs with complementarity constraints | parabolic obstacle problems | MATHEMATICS, APPLIED | mathematical programs with complementarity constraints | linear elasticity | MODEL | optimality conditions | vector-valued Allen-Cahn system | MATHEMATICAL PROGRAMS | EQUILIBRIUM CONSTRAINTS | SYSTEMS | STATIONARITY | AUTOMATION & CONTROL SYSTEMS

Optimality conditions | MPCCs | Parabolic obstacle problems | Linear elasticity | Vector-valued Allen-Cahn system | Mathematical programs with complementarity constraints | parabolic obstacle problems | MATHEMATICS, APPLIED | mathematical programs with complementarity constraints | linear elasticity | MODEL | optimality conditions | vector-valued Allen-Cahn system | MATHEMATICAL PROGRAMS | EQUILIBRIUM CONSTRAINTS | SYSTEMS | STATIONARITY | AUTOMATION & CONTROL SYSTEMS

Journal Article

16.
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On stability of the feasible set of a mathematical problem with complementarity problems

SIAM Journal on Optimization, ISSN 1052-6234, 2009, Volume 20, Issue 3, pp. 1171 - 1184

The feasible set of mathematical programs with complementarity constraints (MPCC) is considered. We discuss local stability of the feasible set with respect to...

Clarke's implicit function theorem | Stability, (strong) Mangasarian-Fromovitz condition | Mathematical programs with complementarity constraints | MATHEMATICS, APPLIED | SUBDIFFERENTIAL CALCULUS | QUALIFICATION | mathematical programs with complementarity constraints | PROGRAMS | EQUILIBRIUM CONSTRAINTS | (strong) Mangasarian-Fromovitz condition | OPTIMALITY CONDITIONS | stability | Studies | Linear equations | Mathematical programming

Clarke's implicit function theorem | Stability, (strong) Mangasarian-Fromovitz condition | Mathematical programs with complementarity constraints | MATHEMATICS, APPLIED | SUBDIFFERENTIAL CALCULUS | QUALIFICATION | mathematical programs with complementarity constraints | PROGRAMS | EQUILIBRIUM CONSTRAINTS | (strong) Mangasarian-Fromovitz condition | OPTIMALITY CONDITIONS | stability | Studies | Linear equations | Mathematical programming

Journal Article

Mathematical Programming, ISSN 0025-5610, 4/2012, Volume 132, Issue 1, pp. 295 - 308

We study mathematical programs with complementarity constraints (MPCC). Special focus will be on C-stationary points. Under the Linear Independence Constraint...

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) | Theoretical, Mathematical and Computational Physics | 90C31 Sensitivity, stability, parametric optimization | Linear independence constraint qualification | Strong stability | Mathematics | Mathematical Methods in Physics | Mathematics of Computing | Calculus of Variations and Optimal Control; Optimization | Numerical Analysis | Mathematical programs with complementarity constraints | C-stationarity | Combinatorics | COMPUTER SCIENCE, SOFTWARE ENGINEERING | COMPLEMENTARITY CONSTRAINTS | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | SET | MATHEMATICAL PROGRAMS | EQUILIBRIUM CONSTRAINTS | OPTIMALITY CONDITIONS | Studies | Analysis | Mathematical programming | Stability | Lagrange multipliers | Mathematical analysis

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) | Theoretical, Mathematical and Computational Physics | 90C31 Sensitivity, stability, parametric optimization | Linear independence constraint qualification | Strong stability | Mathematics | Mathematical Methods in Physics | Mathematics of Computing | Calculus of Variations and Optimal Control; Optimization | Numerical Analysis | Mathematical programs with complementarity constraints | C-stationarity | Combinatorics | COMPUTER SCIENCE, SOFTWARE ENGINEERING | COMPLEMENTARITY CONSTRAINTS | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | SET | MATHEMATICAL PROGRAMS | EQUILIBRIUM CONSTRAINTS | OPTIMALITY CONDITIONS | Studies | Analysis | Mathematical programming | Stability | Lagrange multipliers | Mathematical analysis

Journal Article

Journal of Global Optimization, ISSN 0925-5001, 5/2012, Volume 53, Issue 1, pp. 29 - 51

The paper is a manifestation of the fundamental importance of the linear program with linear complementarity constraints (LPCC) in disjunctive and hierarchical...

Hierarchical programming | Operations Research/Decision Theory | Quantile minimization | Inverse programming | Computer Science, general | Optimization | Economics / Management Science | Real Functions | Linear programs with linear complementarity constraints | Piecewise linear programming | Cross-validated support vector regression | SUPPORT VECTOR MACHINES | MATHEMATICS, APPLIED | NONCONVEX QUADRATIC PROGRAMS | LIFT-AND-PROJECT | BOX CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MODEL SELECTION | VALUE-AT-RISK | MATHEMATICAL PROGRAMS | CUT ALGORITHM | OPTIMIZATION | UNIFYING FRAMEWORK | Studies | Linear programming

Hierarchical programming | Operations Research/Decision Theory | Quantile minimization | Inverse programming | Computer Science, general | Optimization | Economics / Management Science | Real Functions | Linear programs with linear complementarity constraints | Piecewise linear programming | Cross-validated support vector regression | SUPPORT VECTOR MACHINES | MATHEMATICS, APPLIED | NONCONVEX QUADRATIC PROGRAMS | LIFT-AND-PROJECT | BOX CONSTRAINTS | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | MODEL SELECTION | VALUE-AT-RISK | MATHEMATICAL PROGRAMS | CUT ALGORITHM | OPTIMIZATION | UNIFYING FRAMEWORK | Studies | Linear programming

Journal Article

Optimization, ISSN 0233-1934, 02/2004, Volume 53, Issue 1, pp. 39 - 50

We extend the convergence analysis of a smoothing method [M. Fukushima and J.-S. Pang (2000). Convergence of a smoothing continuation method for mathematical...

Linear independence constraint qualification | Stationary points | Mathematics Subject Classifications 2000: 68W40 | Nonlinear programming | Complementarity constraints | 90C33 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Linear independence constraint qualification | Stationary points | Mathematics Subject Classifications 2000: 68W40 | Nonlinear programming | Complementarity constraints | 90C33 | MATHEMATICS, APPLIED | OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Journal Article

Numerical Mathematics, ISSN 1004-8979, 08/2010, Volume 3, Issue 3, pp. 367 - 386

Mathematical programs with complementarity constraints (MPCC) is an important subclass of MPEC. It is a natural way to solve MPCC by constructing a suitable...

S-stationary point | Global convergence | Super-linear convergence | Aggregation technique | Mathematical programs with complementarity constraints | Nonlinear complementarity constraints | MATHEMATICS | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | nonlinear complementarity constraints | global convergence | super-linear convergence | ALGORITHM | STATIONARITY | aggregation technique | OPTIMALITY

S-stationary point | Global convergence | Super-linear convergence | Aggregation technique | Mathematical programs with complementarity constraints | Nonlinear complementarity constraints | MATHEMATICS | MATHEMATICS, APPLIED | OPTIMIZATION PROBLEMS | nonlinear complementarity constraints | global convergence | super-linear convergence | ALGORITHM | STATIONARITY | aggregation technique | OPTIMALITY

Journal Article