A robust sequential quadratic programming method
Mathematical Programming: Series A and B
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
Mathematical Programming: Series A and B
Computational Optimization and Applications
Exact Penalization of Mathematical Programs with Equilibrium Constraints
SIAM Journal on Control and Optimization
Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part II
Mathematics of Operations Research
A Robust Algorithm for Optimization with General Equality and Inequality Constraints
SIAM Journal on Scientific Computing
SIAM Journal on Optimization
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
SIAM Journal on Optimization
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
SIAM Journal on Optimization
Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
SIAM Journal on Optimization
A Complementarity Constraint Formulation of Convex Multiobjective Optimization Problems
INFORMS Journal on Computing
The C-Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints
Mathematics of Operations Research
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The relationship between the mathematical program with linear complementarity constraints (MPLCC) and its inequality relaxation is studied. Based on this relationship, a new sequential quadratic programming (SQP) method is presented for solving the MPLCC. A certain SQP technique is introduced to deal with the possible infeasibility of quadratic programming subproblems. Global convergence results are derived without assuming the linear independence constraint qualification for MPEC, the nondegeneracy condition, and any feasibility condition of the quadratic programming subproblems. Preliminary numerical results are reported.