Výsledky vyhledávání - "mathematical program with linear complementarity constraints"
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An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
ISSN: 1052-6234, 1095-7189Vydáno: Philadelphia Society for Industrial and Applied Mathematics 2002Vydáno v SIAM journal on optimization (2002)“…We consider a mathematical program with a smooth objective function and linear inequality/complementarity constraints. We propose an $\epsilon$-active set…”
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On solving difference of convex functions programs with linear complementarity constraints
ISSN: 0926-6003, 1573-2894Vydáno: New York Springer US 01.09.2023Vydáno v Computational optimization and applications (01.09.2023)“…We address a large class of Mathematical Programs with Linear Complementarity Constraints which minimizes a continuously differentiable DC function…”
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An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
ISSN: 1052-6234, 1095-7189Vydáno: Philadelphia Society for Industrial and Applied Mathematics 01.01.2007Vydáno v SIAM journal on optimization (01.01.2007)“…In [M. Fukushima and P. Tseng, SIAM J. Optim., 12 (2002), pp. 724-739], an ε-active set algorithm was proposed for solving a mathematical program with a smooth…”
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Global Optimization Method for Solving Mathematical Program with Linear Complementarity Constraints
ISSN: 0022-3239, 1573-2878Vydáno: New York Springer Nature B.V 01.02.2005Vydáno v Journal of optimization theory and applications (01.02.2005)“…We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel…”
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Active set algorithm for mathematical programs with linear complementarity constraints
ISSN: 0096-3003, 1873-5649Vydáno: Amsterdam Elsevier Inc 01.07.2011Vydáno v Applied mathematics and computation (01.07.2011)“…In the paper, an incomplete active set algorithm is given for mathematical programs with linear complementarity constraints (MPLCC…”
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A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints
ISSN: 0926-6003, 1573-2894Vydáno: New York Springer Nature B.V 01.05.2006Vydáno v Computational optimization and applications (01.05.2006)“…The relationship between the mathematical program with linear complementarity constraints (MPLCC…”
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A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints
ISSN: 0926-6003, 1573-2894Vydáno: 01.04.1998Vydáno v Computational optimization and applications (01.04.1998)Získat plný text
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A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
ISSN: 0096-3003, 1873-5649Vydáno: New York, NY Elsevier Inc 2006Vydáno v Applied mathematics and computation (2006)“…In this paper, MPEC problems with linear complementarity constraints are considered. By means of Fischer–Burmeister function, the linear complementarity…”
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A globally convergent sequential linear programming algorithm for mathematical programs with linear complementarity constraints
ISSN: 0252-2667, 2169-0103Vydáno: Delhi Taylor & Francis Group 01.09.2010Vydáno v Journal of information & optimization sciences (01.09.2010)“…This paper presents a sequential linear programming algorithm for computing a stationary point of a mathematical program with linear equilibrium constraints…”
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Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints
ISSN: 0022-3239, 1573-2878Vydáno: New York, NY Springer 01.02.2005Vydáno v Journal of optimization theory and applications (01.02.2005)“…We propose a method for finding a global optimal solution of programs with linear complementarity constraints. This problem arises for instance in bilevel…”
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A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
ISSN: 0029-599X, 0945-3245Vydáno: Heidelberg Springer 01.09.2004Vydáno v Numerische Mathematik (01.09.2004)Získat plný text
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A New Extreme Point Algorithm and Its Application in PSQP Algorithms for Solving Mathematical Programs with Linear Complementarity Constraints
ISSN: 0925-5001, 1573-2916Vydáno: Dordrecht Springer Nature B.V 01.04.2001Vydáno v Journal of global optimization (01.04.2001)“…In this paper, we present a new extreme point algorithm to solve a mathematical program with linear complementarity constraints without requiring the upper level objective function of the problem to be concave…”
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Exact penalty for mathematical programs with linear complementarity constraints
ISSN: 0233-1934, 1029-4945Vydáno: Gordon and Breach Science Publishers 01.01.1997Vydáno v Optimization (01.01.1997)“…We establish a new general exact penalty function result for a constrained optimization problem and apply this result to a mathematical program with linear…”
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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
ISSN: 0025-5610, 1436-4646Vydáno: Berlin/Heidelberg Springer-Verlag 01.01.2009Vydáno v Mathematical programming (01.01.2009)“…In this paper, we consider the stochastic mathematical programs with linear complementarity constraints, which include two kinds of models called here-and-now and lower-level wait-and-see problems…”
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