7 search results - page 1 / 2 » An Active-Set Newton Method for Mathematical Programs with C... |
SIAMJO
2008
13 years 4 months ago
2008
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
SIAMJO
2000
13 years 4 months ago
2000
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
WSC
2004
13 years 6 months ago
2004
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
MP
2007
13 years 4 months ago
2007
The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the...
SIAMJO
2008
13 years 4 months ago
2008
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...