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Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints

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  1. Patriksson, Michael, 2008. "On the applicability and solution of bilevel optimization models in transportation science: A study on the existence, stability and computation of optimal solutions to stochastic mathematical programs," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 843-860, December.
  2. Jian Yao & Ilan Adler & Shmuel S. Oren, 2008. "Modeling and Computing Two-Settlement Oligopolistic Equilibrium in a Congested Electricity Network," Operations Research, INFORMS, vol. 56(1), pages 34-47, February.
  3. Dimitrios Letsios & Jeremy T. Bradley & Suraj G & Ruth Misener & Natasha Page, 2021. "Approximate and robust bounded job start scheduling for Royal Mail delivery offices," Journal of Scheduling, Springer, vol. 24(2), pages 237-258, April.
  4. Daniel Ralph & Oliver Stein, 2011. "The C-Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints," Mathematics of Operations Research, INFORMS, vol. 36(3), pages 504-526, August.
  5. Yan-Chao Liang & Yue-Wen Liu & Gui-Hua Lin & Xide Zhu, 2023. "New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints," Journal of Optimization Theory and Applications, Springer, vol. 199(3), pages 1249-1280, December.
  6. Joaquim Júdice, 2012. "Algorithms for linear programming with linear complementarity constraints," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 4-25, April.
  7. Giandomenico Mastroeni & Letizia Pellegrini & Alberto Peretti, 2021. "Some numerical aspects on a method for solving linear problems with complementarity constraints," Working Papers 16/2021, University of Verona, Department of Economics.
  8. 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.
  9. Lukáš Adam & Martin Branda & Holger Heitsch & René Henrion, 2020. "Solving joint chance constrained problems using regularization and Benders’ decomposition," Annals of Operations Research, Springer, vol. 292(2), pages 683-709, September.
  10. Hu, X. & Ralph, R., 2006. "Using EPECs to model bilevel games in restructured electricity markets with locational prices," Cambridge Working Papers in Economics 0619, Faculty of Economics, University of Cambridge.
  11. Majdi Argoubi & Haifa Jammeli & Hatem Masri, 2020. "The intellectual structure of the waste management field," Annals of Operations Research, Springer, vol. 294(1), pages 655-676, November.
  12. H. Luo & X. Sun & Y. Xu & H. Wu, 2010. "On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints," Journal of Global Optimization, Springer, vol. 46(2), pages 217-232, February.
  13. H. Z. Luo & X. L. Sun & Y. F. Xu, 2010. "Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints," Journal of Optimization Theory and Applications, Springer, vol. 145(3), pages 489-506, June.
  14. Gui-Hua Lin & Masao Fukushima, 2005. "A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints," Annals of Operations Research, Springer, vol. 133(1), pages 63-84, January.
  15. S A Gabriel & Y Shim & A J Conejo & S de la Torre & R García-Bertrand, 2010. "A Benders decomposition method for discretely-constrained mathematical programs with equilibrium constraints," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(9), pages 1404-1419, September.
  16. Wim Ackooij & Jérôme Malick, 2016. "Decomposition algorithm for large-scale two-stage unit-commitment," Annals of Operations Research, Springer, vol. 238(1), pages 587-613, March.
  17. Pham Dai & Pu Li, 2014. "Optimal Localization of Pressure Reducing Valves in Water Distribution Systems by a Reformulation Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(10), pages 3057-3074, August.
  18. Andreani, R. & Júdice, J.J. & Martínez, J.M. & Martini, T., 2016. "Feasibility problems with complementarity constraints," European Journal of Operational Research, Elsevier, vol. 249(1), pages 41-54.
  19. Wolfgang Achtziger & Tim Hoheisel & Christian Kanzow, 2013. "A smoothing-regularization approach to mathematical programs with vanishing constraints," Computational Optimization and Applications, Springer, vol. 55(3), pages 733-767, July.
  20. Hoai An Thi & Thi Minh Tam Nguyen & Tao Pham Dinh, 2023. "On solving difference of convex functions programs with linear complementarity constraints," Computational Optimization and Applications, Springer, vol. 86(1), pages 163-197, September.
  21. Marcio Costa Santos & Agostinho Agra & Michael Poss, 2020. "Robust inventory theory with perishable products," Annals of Operations Research, Springer, vol. 289(2), pages 473-494, June.
  22. Xinmin Hu & Daniel Ralph, 2007. "Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices," Operations Research, INFORMS, vol. 55(5), pages 809-827, October.
  23. Filippo Pecci & Edo Abraham & Ivan Stoianov, 2017. "Penalty and relaxation methods for the optimal placement and operation of control valves in water supply networks," Computational Optimization and Applications, Springer, vol. 67(1), pages 201-223, May.
  24. Shiva Zokaee & Armin Jabbarzadeh & Behnam Fahimnia & Seyed Jafar Sadjadi, 2017. "Robust supply chain network design: an optimization model with real world application," Annals of Operations Research, Springer, vol. 257(1), pages 15-44, October.
  25. Wim Ackooij & Jérôme Malick, 2016. "Decomposition algorithm for large-scale two-stage unit-commitment," Annals of Operations Research, Springer, vol. 238(1), pages 587-613, March.
  26. Shen Peng & Jie Jiang, 2021. "Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches," Computational Optimization and Applications, Springer, vol. 80(1), pages 153-184, September.
  27. Marcio Costa Santos & Michael Poss & Dritan Nace, 2018. "A perfect information lower bound for robust lot-sizing problems," Annals of Operations Research, Springer, vol. 271(2), pages 887-913, December.
  28. Gabriel, Steven A. & Leuthold, Florian U., 2010. "Solving discretely-constrained MPEC problems with applications in electric power markets," Energy Economics, Elsevier, vol. 32(1), pages 3-14, January.
  29. Ali Haddad-Sisakht & Sarah M. Ryan, 2018. "Conditions under which adjustability lowers the cost of a robust linear program," Annals of Operations Research, Springer, vol. 269(1), pages 185-204, October.
  30. Lei Guo & Gui-Hua Lin, 2013. "Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 156(3), pages 600-616, March.
  31. Suhong Jiang & Jin Zhang & Caihua Chen & Guihua Lin, 2018. "Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints," Journal of Global Optimization, Springer, vol. 70(1), pages 223-236, January.
  32. Andreas Thorsen & Tao Yao, 2017. "Robust inventory control under demand and lead time uncertainty," Annals of Operations Research, Springer, vol. 257(1), pages 207-236, October.
  33. William B. Haskell & J. George Shanthikumar & Z. Max Shen, 2017. "Aspects of optimization with stochastic dominance," Annals of Operations Research, Springer, vol. 253(1), pages 247-273, June.
  34. Lei Guo & Gui-Hua Lin & Jane J. Ye, 2013. "Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 158(1), pages 33-64, July.
  35. Na Xu & Xide Zhu & Li-Ping Pang & Jian Lv, 2018. "Improved Convergence Properties of the Relaxation Schemes of Kadrani et al. and Kanzow and Schwartz for MPEC," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(01), pages 1-20, February.
  36. Miguel, Angel Víctor de & Friedlander, Michael P. & Nogales Martín, Francisco Javier & Scholtes, Stefan, 2004. "An interior-point method for mpecs based on strictly feasible relaxations," DES - Working Papers. Statistics and Econometrics. WS ws042408, Universidad Carlos III de Madrid. Departamento de Estadística.
  37. Keshvari, Abolfazl, 2017. "A penalized method for multivariate concave least squares with application to productivity analysis," European Journal of Operational Research, Elsevier, vol. 257(3), pages 1016-1029.
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