Merit Functions for Complementarity and Related Problems: A Survey
Computational Optimization and Applications
Extension of Quasi-Newton Methods to Mathematical Programs with Complementarity Constraints
Computational Optimization and Applications
Journal of Global Optimization
Applications of smoothing methods in numerical analysis and optimization
Focus on computational neurobiology
Computational Optimization and Applications
Journal of Global Optimization
A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints
Computational Optimization and Applications
Newton-Type method for a class of mathematical programs with complementarity constraints
Computers & Mathematics with Applications
Classification model selection via bilevel programming
Optimization Methods & Software - Mathematical programming in data mining and machine learning
On stochastic gradient and subgradient methods with adaptive steplength sequences
Automatica (Journal of IFAC)
A smoothing SQP method for nonlinear programs with stability constraints arising from power systems
Computational Optimization and Applications
A general MPCC model and its solution algorithm for continuous network design problem
Mathematical and Computer Modelling: An International Journal
Hi-index | 0.00 |
Mathematical programs with nonlinear complementarity constraints are reformulated using better posed but nonsmooth constraints. We introduce a class of functions, parameterized by a real scalar, to approximate these nonsmooth problems by smooth nonlinear programs. This smoothing procedure has the extra benefits that it often improves the prospect of feasibility and stability of the constraints of the associated nonlinear programs and their quadratic approximations. We present two globally convergent algorithms based on sequential quadratic programming (SQP) as applied in exact penalty methods for nonlinear programs. Global convergence of the implicit smooth SQP method depends on existence of a lower-level nondegenerate (strictly complementary) limit point of the iteration sequence. Global convergence of the explicit smooth SQP method depends on a weaker property, i.e., existence of a limit point at which a generalized constraint qualification holds. We also discuss some practical matters relating to computer implementations.