Výsledky vyhledávání - Linearly constrained quadratic optimization problems with complementarity constraints

A Lagrangian–DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems Autor Kim, Sunyoung, Kojima, Masakazu, Toh, Kim-Chuan

“…We propose an efficient computational method for linearly constrained quadratic optimization problems (QOPs…”
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Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints Autor Izmailov, A. F., Solodov, M. V., Uskov, E. I.

“…We consider global convergence properties of the augmented Lagrangian methods on problems with degenerate constraints, with a special emphasis on mathematical programs with complementarity constraints (MPCC…”
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Optimality conditions for differentiable linearly constrained pseudoconvex programs Autor Cambini, Riccardo, Riccardi, Rossana

“…The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs…”
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Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization Autor Izmailov, A. F., Solodov, M. V.

“… This perturbed framework is convenient to treat in a unified way standard sequential quadratic programming, its stabilized version, sequential quadratically constrained quadratic programming…”
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Interior Proximal Algorithm for Quasiconvex Programming Problems and Variational Inequalities with Linear Constraints Autor Brito, Arnaldo S., da Cruz Neto, J. X., Lopes, Jurandir O., Oliveira, P. Roberto

“… The first method we propose is for general linearly constrained quasiconvex minimization problems…”
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An active set algorithm for nonlinear optimization with polyhedral constraints Autor Hager, William W., Zhang, Hongchao

“… Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving a linearly constrained optimization problem…”
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Splitting methods for quadratic optimization in data analysis Autor Galligani, E., Ruggiero, V., Zanni, L.

“…Many problems arising in data analysis can be formulated as a large sparse strictly convex quadratic programming problems with equality and inequality linear constraints…”
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A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems Autor Izmailov, A. F., Solodov, M. V.

“…We consider sequential quadratic programming (SQP) methods applied to optimization problems with nonlinear equality constraints and simple bounds…”
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Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints Autor Jian, Jin-bao, Quan, Ran, Zhang, Xue-lu

“…In this paper, the nonlinear minimax problems with inequality constraints are discussed, and a sequential quadratic programming (SQP…”
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A Global Linear and Local Quadratic Continuation Smoothing Method for Variational Inequalities with Box Constraints Autor Chen, Bintong, Chen, Xiaojun

“…In this paper, we propose a continuation method for box constrained variational inequality problems…”
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On Addressing Nonconvexity, Stochasticity and Complemnentarity in Mathematical Optimization Autor Xie, Yue

“…: (I) Of these, the first considers linearly constrained optimization problems with an `0-norm regularization…”
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Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming Autor Han, Deren, Sun, Defeng, Zhang, Liwei

“…) for solving linearly constrained convex composite optimization problems. Under a certain error bound condition, we establish the global linear rate of convergence…”
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New infeasible interior-point algorithm based on monomial method Autor Yi-Chih, Hsieh, Bricker, Dennis L.

“…We propose a new infeasible path-following algorithm for the convex linearly-constrained quadratic programming problem…”
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