Search Results - Mathematical programming with complementarity constraints

A Gap Penalty Reformulation for Mathematical Programming With Complementarity Constraints: Convergence Analysis

Authors: Kangyu Lin Toshiyuki Ohtsuka

Source: IEEE Control Systems Letters. 9:925-930

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2503.05181

Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation

Authors: Birbil, Ş. İlker Gürkan, Gül Listeş, Ovidiu

Source: Mathematics of Operations Research, 2006 Nov 01. 31(4), 739-760.

Access URL: https://www.jstor.org/stable/25151759

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

Authors: Peng, Shen Jiang, J.

Source: Computational optimization and applications. 80(1):153-184

Subject Terms: Chance constraint, Complementarity problem, Distributionally robust, Sample average approximation, Stochastic programming, Stochastic systems, Chance-constrained, Complementarity constraint, Complementarity problems, Convergence properties, Numerical results, Numerically tractable, Stochastic mathematical programs, Probability distributions

File Description: print

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-310141

Optimization of Interconnected Natural Gas and Power Systems Using Mathematical Programs with Complementarity Constraints.

Authors: Blanco-Martínez, Cristian Alejandro Álvarez-Meza, Andrés Marino Castellanos-Dominguez, Germán et al.

Source: Mathematics (2227-7390). Jul2024, Vol. 12 Issue 14, p2224. 15p.

Subject Terms: *GAS flow, *CONSTRAINT programming, *MATHEMATICAL programming, *APPROXIMATION error, *NATURAL gas, *COMPLEMENTARITY constraints (Mathematics)

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

Authors: Bouza, Gemayqzel Still, Georg

Source: Mathematics of Operations Research, 2007 May 01. 32(2), 467-483.

Access URL: https://www.jstor.org/stable/25151800

Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

Authors: Scheel, Holger Scholtes, Stefan

Source: Mathematics of Operations Research, 2000 Feb 01. 25(1), 1-22.

Access URL: https://www.jstor.org/stable/3690420

How Stringent Is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?

Authors: Scholtes, Stefan Stöhr, Michael

Source: Mathematics of Operations Research, 2001 Nov 01. 26(4), 851-863.

Access URL: https://www.jstor.org/stable/3690686

A Computational Experiment: Hyperbolic Multiplier Algorithm for Mathematical Programming with Complementarity Constraints

Authors: Lennin Mallma-Ramirez Pereira, Igor P.S. Maculan, Nelson

Is Pessimistic Bilevel Programming a Special Case of a Mathematical Program with Complementarity Constraints?

Authors: Aussel, Didier Svensson, Anton

Source: Journal of Optimization Theory & Applications. May2019, Vol. 181 Issue 2, p504-520. 17p.

Subject Terms: *COMPLEMENTARITY constraints (Mathematics), *BILEVEL programming, *MATHEMATICAL programming, *CONSTRAINT programming

A Nonlinear Complementarity Problem in Mathematical Programming in Banach Space

Authors: Bazaraa, M. S. Goode, J. J. Nashed, M. Z.

Source: Proceedings of the American Mathematical Society, 1972 Sep 01. 35(1), 165-170.

Access URL: https://www.jstor.org/stable/2038461

On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

Authors: H. Z. Luo H. X. Wu Y. Xu et al.

Source: Journal of Global Optimization. 46:217-232

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Access URL: https://link.springer.com/article/10.1007/s10898-009-9419-x
https://ideas.repec.org/a/spr/jglopt/v46y2010i2p217-232.html
https://dblp.uni-trier.de/db/journals/jgo/jgo46.html#LuoSXW10
https://doi.org/10.1007/s10898-009-9419-x
https://econpapers.repec.org/RePEc:spr:jglopt:v:46:y:2010:i:2:p:217-232

Arc-Length Method for Frictional Contact Problems Using Mathematical Programming with Complementarity Constraints

Authors: Yoshihiro Kanno J.A.C. Martins

Source: Journal of Optimization Theory and Applications. 131:89-113

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Access URL: https://link.springer.com/10.1007%2Fs10957-006-9127-3
https://link.springer.com/article/10.1007/s10957-006-9127-3

Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints

Authors: X. M. Hu Daniel Ralph

Source: Journal of Optimization Theory and Applications. 123:365-390

Subject Terms: 0209 industrial biotechnology, 0211 other engineering and technologies, 02 engineering and technology

Access URL: http://www3.eng.cam.ac.uk/~dr241/Papers/hr-pen-mpcc.pdf
https://econpapers.repec.org/RePEc:spr:joptap:v:123:y:2004:i:2:d:10.1007_s10957-004-5154-0
https://ideas.repec.org/a/spr/joptap/v123y2004i2d10.1007_s10957-004-5154-0.html
https://link.springer.com/article/10.1007/s10957-004-5154-0
http://www.eng.cam.ac.uk/~dr241/Papers/hr-pen-mpcc.pdf
http://www3.eng.cam.ac.uk/~dr241/Papers/hr-pen-mpcc.pdf

Size effects in quasi-brittle structures by mathematical programming under complementarity constraints

Authors: BOLZON, GABRIELLA

Subject Terms: Size effects, quasi-brittle fracture, mathematical programming

Access URL: https://hdl.handle.net/11311/262168

Sensitivity Analysis for Cone-Constrained Optimization Problems under the Relaxed Constraint Qualifications

Authors: Arutyunov, Aram V. Izmailov, Alexey F.

Source: Mathematics of Operations Research, 2005 May 01. 30(2), 333-353.

Access URL: https://www.jstor.org/stable/25151655

Lagrange duality and saddle point optimality conditions for semi-infinite mathematical programming problems with equilibrium constraints

Authors: Singh Kunwar V.K. Maurya J.K. Mishra S.K.

Source: Yugoslav Journal of Operations Research, Vol 29, Iss 4, Pp 433-448 (2019)

Subject Terms: mathematical programming problems with equilibrium constraints, duality, saddle point, semi-infinite programming, Management information systems, T58.6-58.62

File Description: electronic resource

Relation: https://doaj.org/toc/0354-0243; https://doaj.org/toc/1820-743X

Access URL: https://doaj.org/article/0756d97e63d149bba46924072babf9b3

Arc-Length Method for Frictional Contact Problems Using Mathematical Programming with Complementarity Constraints.

Authors: KANNO, Y. MARTINS, J. A. C.

Source: Journal of Optimization Theory & Applications; Oct2006, Vol. 131 Issue 1, p89-113, 25p, 4 Graphs

Subject Terms: CONTACT mechanics, MATHEMATICAL programming, ENERGY dissipation, NONLINEAR programming, COULOMB functions, CONSTRAINTS (Physics), MATHEMATICAL optimization, FUNCTIONAL equations, MATHEMATICAL analysis

Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints

Authors: Xu, Huifu Meng, Fanwen

Source: Mathematics of Operations Research, 2007 Aug 01. 32(3), 648-668.

Access URL: https://www.jstor.org/stable/25151816

On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints.

Authors: Luo, H. Z. Sun, X. L. Xu, Y. F. et al.

Source: Journal of Global Optimization; Feb2010, Vol. 46 Issue 2, p217-232, 16p

Subject Terms: STOCHASTIC convergence, LAGRANGIAN points, NONCONVEX programming, MATHEMATICAL programming, MATHEMATICAL optimization

Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints.

Authors: Hu, X. M. Ralph, D. Luo, Z. Q.

Source: Journal of Optimization Theory & Applications; Nov2004, Vol. 123 Issue 2, p365-390, 26p

Subject Terms: MATHEMATICAL models, MATHEMATICS, MATHEMATICAL analysis, LINEAR dependence (Mathematics), LINEAR algebra, MATHEMATICAL programming