The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited

Mathematics of Operations Research ◽

10.1287/moor.2014.0667 ◽

2015 ◽

Vol 40 (2) ◽

pp. 253-275 ◽

Author(s):

Christian Kanzow ◽

Alexandra Schwartz

Keyword(s):

Complementarity Constraints ◽

Convergence Properties ◽

Relaxation Methods ◽

Mathematical Programs

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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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An SQP method for mathematical programs with complementarity constraints with strong convergence properties

Kybernetika ◽

10.14736/kyb-2016-2-0169 ◽

2016 ◽

pp. 169-208

Author(s):

Matus Benko ◽

Helmut Gfrerer

Keyword(s):

Strong Convergence ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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Mathematical Programs with Complementarity Constraints: Convergence Properties of a Smoothing Method

Mathematics of Operations Research ◽

10.1287/moor.1060.0245 ◽

2007 ◽

Vol 32 (2) ◽

pp. 467-483 ◽

Author(s):

Gemayqzel Bouza ◽

Georg Still

Keyword(s):

Smoothing Method ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints

SIAM Journal on Optimization ◽

10.1137/17m1125698 ◽

2018 ◽

Vol 28 (3) ◽

pp. 2574-2600 ◽

Author(s):

Roberto Andreani ◽

Leonardo D. Secchin ◽

Paulo J. S. Silva

Keyword(s):

Augmented Lagrangian ◽

Augmented Lagrangian Method ◽

Lagrangian Method ◽

Second Order ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2017086 ◽

2018 ◽

Vol 14 (3) ◽

pp. 981-1005

Author(s):

Yi Zhang ◽

◽

Liwei Zhang ◽

Jia Wu ◽

Keyword(s):

Symmetric Cone ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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Convergence Properties of a Smoothing Approach for Mathematical Programs with Second-Order Cone Complementarity Constraints

Set-Valued and Variational Analysis ◽

10.1007/s11228-011-0190-z ◽

2011 ◽

Vol 19 (4) ◽

pp. 609-646 ◽

Author(s):

Yi Zhang ◽

Liwei Zhang ◽

Jia Wu

Keyword(s):

Second Order ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs ◽

Second Order Cone

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Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints

Journal of Optimization Theory and Applications ◽

10.1007/s10957-009-9642-0 ◽

2010 ◽

Vol 145 (3) ◽

pp. 489-506 ◽

Author(s):

H. Z. Luo ◽

X. L. Sun ◽

Y. F. Xu

Keyword(s):

Augmented Lagrangian ◽

Complementarity Constraints ◽

Convergence Properties ◽

Augmented Lagrangian Methods ◽

Lagrangian Methods ◽

Mathematical Programs

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Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints

Computational Optimization and Applications ◽

10.1007/s10589-013-9575-2 ◽

2013 ◽

Vol 59 (1-2) ◽

pp. 249-262 ◽

Author(s):

Christian Kanzow ◽

Alexandra Schwartz

Keyword(s):

Relaxation Method ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties

SIAM Journal on Optimization ◽

10.1137/100802487 ◽

2013 ◽

Vol 23 (2) ◽

pp. 770-798 ◽

Author(s):

Christian Kanzow ◽

Alexandra Schwartz

Keyword(s):

Strong Convergence ◽

Regularization Method ◽

Complementarity Constraints ◽

Convergence Properties ◽

Mathematical Programs

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Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints

Mathematical Programming ◽

10.1007/s10107-011-0488-5 ◽

2011 ◽

Vol 137 (1-2) ◽

pp. 257-288 ◽

Author(s):

Tim Hoheisel ◽

Christian Kanzow ◽

Alexandra Schwartz

Keyword(s):

Numerical Comparison ◽

Complementarity Constraints ◽

Relaxation Methods ◽

Mathematical Programs

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