Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

Computational Optimization and Applications ◽

10.1007/s10589-021-00292-5 ◽

2021 ◽

Author(s):

Shen Peng ◽

Jie Jiang

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs ◽

Distributionally Robust

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Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints

Mathematical Programming ◽

10.1007/s10107-021-01720-4 ◽

2021 ◽

Author(s):

Jie Jiang ◽

Xiaojun Chen

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs ◽

Demand Models ◽

Distributionally Robust

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Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints

Nonlinear Analysis ◽

10.1016/j.na.2005.03.027 ◽

2005 ◽

Vol 63 (5-7) ◽

pp. e2247-e2256 ◽

Author(s):

X.Q. Yang ◽

X.X. Huang

Keyword(s):

Convergence Analysis ◽

Augmented Lagrangian ◽

Augmented Lagrangian Method ◽

Lagrangian Method ◽

Complementarity Constraints ◽

Mathematical Programs

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A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints

Annals of Operations Research ◽

10.1007/s10479-004-5024-z ◽

2005 ◽

Vol 133 (1-4) ◽

pp. 63-84 ◽

Author(s):

Gui-Hua Lin ◽

Masao Fukushima

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs ◽

Relaxation Scheme

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A New Regularization Scheme for Mathematical Programs with Complementarity Constraints

SIAM Journal on Optimization ◽

10.1137/070705490 ◽

2009 ◽

Vol 20 (1) ◽

pp. 78-103 ◽

Author(s):

Abdeslam Kadrani ◽

Jean-Pierre Dussault ◽

Abdelhamid Benchakroun

Keyword(s):

Complementarity Constraints ◽

Regularization Scheme ◽

Mathematical Programs

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Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation

Proceedings of the 2004 Winter Simulation Conference, 2004. ◽

10.1109/wsc.2004.1371361 ◽

2005 ◽

Author(s):

S.I. Birbil ◽

G.l. Gurkan ◽

O. Listes

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs

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A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints

Numerische Mathematik ◽

10.1007/s00211-004-0542-9 ◽

2004 ◽

Vol 98 (3) ◽

pp. 539-558 ◽

Author(s):

J. Z. Zhang ◽

G. S. Liu ◽

S. Y. Wang

Keyword(s):

Search Algorithm ◽

Linear Complementarity ◽

Complementarity Constraints ◽

Active Search ◽

Mathematical Programs ◽

Globally Convergent ◽

Linear Complementarity Constraints

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Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints

SIAM Journal on Optimization ◽

10.1137/s1052623499361233 ◽

2001 ◽

Vol 11 (4) ◽

pp. 918-936 ◽

Author(s):

Stefan Scholtes

Keyword(s):

Complementarity Constraints ◽

Convergence Properties ◽

Regularization Scheme ◽

Mathematical Programs

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Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints

Journal of Optimization Theory and Applications ◽

10.1007/s10957-004-0946-9 ◽

2005 ◽

Vol 124 (2) ◽

pp. 467-490 ◽

Author(s):

N. V. Thoai ◽

Y. Yamamoto ◽

A. Yoshise

Keyword(s):

Global Optimization ◽

Optimization Method ◽

Linear Complementarity ◽

Complementarity Constraints ◽

Global Optimization Method ◽

Mathematical Programs ◽

Linear Complementarity Constraints

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Lifting mathematical programs with complementarity constraints

Mathematical Programming ◽

10.1007/s10107-010-0345-y ◽

2010 ◽

Vol 131 (1-2) ◽

pp. 71-94 ◽

Author(s):

Oliver Stein

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs

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A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints

Numerical Functional Analysis and Optimization ◽

10.1080/01630560500538797 ◽

2006 ◽

Vol 27 (1) ◽

pp. 71-98 ◽

Author(s):

X. X. Huang ◽

X. Q. Yang ◽

D. L. Zhu

Keyword(s):

Complementarity Constraints ◽

Mathematical Programs

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