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Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints

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  • A. Izmailov
  • A. Pogosyan
  • M. Solodov

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  • A. Izmailov & A. Pogosyan & M. Solodov, 2012. "Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints," Computational Optimization and Applications, Springer, vol. 51(1), pages 199-221, January.
    • Handle: RePEc:spr:coopap:v:51:y:2012:i:1:p:199-221
    DOI: 10.1007/s10589-010-9341-7
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    References listed on IDEAS

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    1. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
    2. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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    Cited by:

    1. A. Izmailov & A. Pogosyan, 2012. "Active-set Newton methods for mathematical programs with vanishing constraints," Computational Optimization and Applications, Springer, vol. 53(2), pages 425-452, October.
    2. Christian Kanzow & Alexandra Schwartz, 2015. "The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited," Mathematics of Operations Research, INFORMS, vol. 40(2), pages 253-275, February.
    3. A. Izmailov & A. Kurennoy & M. Solodov, 2015. "Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption," Computational Optimization and Applications, Springer, vol. 60(1), pages 111-140, January.
    4. Christian Kanzow & Alexandra Schwartz, 2014. "Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints," Computational Optimization and Applications, Springer, vol. 59(1), pages 249-262, October.

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