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» Mathematical programs with vanishing constraints: optimality...
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MP
1998
113views more  MP 1998»
15 years 2 days ago
Generalized semi-infinite optimization: A first order optimality condition and examples
We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x) Ix E M}, where M = {x E N"lhi(x ) = 0, i = 1,...,m, G(x,y) /> 0, y E Y(x)} ...
Hubertus Th. Jongen, Jan-J. Rückmann, Oliver ...
104
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SIAMJO
2010
89views more  SIAMJO 2010»
14 years 7 months ago
A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences
Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. These conditions are sati...
Roberto Andreani, José Mario Martíne...
100
Voted
MP
2002
113views more  MP 2002»
15 years 3 days ago
A note on sensitivity of value functions of mathematical programs with complementarity constraints
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
Xinmin Hu, Daniel Ralph
98
Voted
WSC
2004
15 years 1 months ago
Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
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...
S. Ilker Birbil, Gül Gürkan, Ovidiu List...
86
Voted
MP
2007
102views more  MP 2007»
14 years 12 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