An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints

SIAM Journal on Optimization ◽

10.1137/070690882 ◽

2008 ◽

Vol 19 (3) ◽

pp. 1003-1027 ◽

Author(s):

A. F. Izmailov ◽

M. V. Solodov

Keyword(s):

Newton Method ◽

Complementarity Constraints ◽

Mathematical Programs

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Active set algorithm for mathematical programs with linear complementarity constraints

Applied Mathematics and Computation ◽

10.1016/j.amc.2011.03.011 ◽

2011 ◽

Vol 217 (21) ◽

pp. 8291-8302 ◽

Author(s):

Hongxia Yin ◽

Fei Ding ◽

Jianzhong Zhang

Keyword(s):

Linear Complementarity ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Active Set Algorithm ◽

Linear Complementarity Constraints

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Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints

Computational Optimization and Applications ◽

10.1007/s10589-010-9341-7 ◽

2010 ◽

Vol 51 (1) ◽

pp. 199-221 ◽

Author(s):

A. F. Izmailov ◽

A. L. Pogosyan ◽

M. V. Solodov

Keyword(s):

Newton Method ◽

Semismooth Newton Method ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Semismooth Newton

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Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints

Journal of Optimization Theory and Applications ◽

10.1007/s10957-005-7549-y ◽

2006 ◽

Vol 128 (1) ◽

pp. 1-28 ◽

Author(s):

G. H. Lin ◽

M. Fukushima

Keyword(s):

Hybrid Approach ◽

Complementarity Constraints ◽

Mathematical Programs ◽

Set Identification

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An Active Set-Type Newton Method for Constrained Nonlinear Systems

Complementarity: Applications, Algorithms and Extensions - Applied Optimization ◽

10.1007/978-1-4757-3279-5_9 ◽

2001 ◽

pp. 179-200 ◽

Author(s):

Christian Kanzow

Keyword(s):

Nonlinear Systems ◽

Newton Method ◽

Constrained Nonlinear Systems

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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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Numerical results for a globalized active-set Newton method for mixed complementarity problems

Computational and Applied Mathematics ◽

10.1590/s0101-82052005000200008 ◽

2005 ◽

Vol 24 (2) ◽

Author(s):

A.N. Daryina ◽

A.F. Izmailov ◽

M.V. Solodov

Keyword(s):

Newton Method ◽

Complementarity Problems ◽

Numerical Results ◽

Mixed Complementarity Problems

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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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