Sciweavers

3 search results - page 1 / 1
» Elastic-mode algorithms for mathematical programs with equil...
Sort
View
MP
2007
102views more  MP 2007»
13 years 4 months ago
Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
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...
Mihai Anitescu, Paul Tseng, Stephen J. Wright
SIAMJO
2000
108views more  SIAMJO 2000»
13 years 4 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph
MP
2008
117views more  MP 2008»
13 years 4 months ago
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
Giovanni Giallombardo, Daniel Ralph