Search Results - subject:"Complementarity constraints"

Equilibrium Constrained Optimization Problems

Birbil, Birbil, S.I.; Bouza, G.; Frenk, Frenk, J.B.G.; … - Erasmus Research Institute of Management (ERIM), … - 2003

We consider equilibrium constrained optimization problems, which have a general formulationthat encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated K K M lemma, we...

Persistent link: https://www.econbiz.de/10010837543

Equilibrium Constrained Optimization Problems

Birbil, Birbil, S.I.; Bouza, G.; Frenk, Frenk, J.B.G.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2003

Persistent link: https://www.econbiz.de/10010837800

Equilibrium Constrained Optimization Problems

Birbil, S.I.; Bouza, G.; Frenk, J.B.G.; Still, G.J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2003

, problems with complementarity constraints, bilevel programs, generalized semi-in_nite programming, genericity … programs with equilibrium constraints, problems with complementarity constraints, bilevel programs, generalized semi-in nite … problem with bilevel structure and obtain a formulation of the program as a nonlinear problem with complementarity constraints …

Persistent link: https://www.econbiz.de/10005209574

A smooth penalty approach and a nonlinear multigrid algorithm for elliptic MPECs

Hintermüller, M.; Kopacka, I. - In: Computational Optimization and Applications 50 (2011) 1, pp. 111-145

Persistent link: https://www.econbiz.de/10009325284

CONVERGENCE ANALYSIS OF A REGULARIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS

LIU, YONGCHAO; LIN, GUI-HUA - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 06, pp. 755-771

programs with complementarity constraints (MPCC). Meng and Xu (2006) applied the approach coupled with Monte Carlo techniques …

Persistent link: https://www.econbiz.de/10009395540

A new line search inexact restoration approach for nonlinear programming

Fischer, Andreas; Friedlander, Ana - In: Computational Optimization and Applications 46 (2010) 2, pp. 333-346

Persistent link: https://www.econbiz.de/10008533940

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

Luo, H.; Sun, X.; Xu, Y.; Wu, H. - In: Journal of Global Optimization 46 (2010) 2, pp. 217-232

Persistent link: https://www.econbiz.de/10008591050