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Biography of Professor Jiye Han
A smoothing Newton algorithm for mathematical programs with complementarity constraints
| 1. | Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, P.R., China |
| 2. | Department of Decision Sciences, National University of Singapore, Singapore 119260, Republic of Singapore |
| [1] |
Li Chu, Bo Wang, Jie Zhang, Hong-Wei Zhang. Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints. Journal of Industrial and Management Optimization, 2021, 17 (4) : 1863-1886. doi: 10.3934/jimo.2020050 |
| [2] |
Yi Zhang, Liwei Zhang, Jia Wu. On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints. Journal of Industrial and Management Optimization, 2018, 14 (3) : 981-1005. doi: 10.3934/jimo.2017086 |
| [3] |
Lei Guo, Gui-Hua Lin. Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations. Journal of Industrial and Management Optimization, 2013, 9 (2) : 305-322. doi: 10.3934/jimo.2013.9.305 |
| [4] |
Jie Zhang, Shuang Lin, Li-Wei Zhang. A log-exponential regularization method for a mathematical program with general vertical complementarity constraints. Journal of Industrial and Management Optimization, 2013, 9 (3) : 561-577. doi: 10.3934/jimo.2013.9.561 |
| [5] |
X. X. Huang, D. Li, Xiaoqi Yang. Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints. Journal of Industrial and Management Optimization, 2006, 2 (3) : 287-296. doi: 10.3934/jimo.2006.2.287 |
| [6] |
Zheng-Hai Huang, Shang-Wen Xu. Convergence properties of a non-interior-point smoothing algorithm for the P*NCP. Journal of Industrial and Management Optimization, 2007, 3 (3) : 569-584. doi: 10.3934/jimo.2007.3.569 |
| [7] |
Jianling Li, Chunting Lu, Youfang Zeng. A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints. Numerical Algebra, Control and Optimization, 2015, 5 (2) : 115-126. doi: 10.3934/naco.2015.5.115 |
| [8] |
Tim Hoheisel, Christian Kanzow, Alexandra Schwartz. Improved convergence properties of the Lin-Fukushima-Regularization method for mathematical programs with complementarity constraints. Numerical Algebra, Control and Optimization, 2011, 1 (1) : 49-60. doi: 10.3934/naco.2011.1.49 |
| [9] |
Chunlin Hao, Xinwei Liu. Global convergence of an SQP algorithm for nonlinear optimization with overdetermined constraints. Numerical Algebra, Control and Optimization, 2012, 2 (1) : 19-29. doi: 10.3934/naco.2012.2.19 |
| [10] |
Michal Kočvara, Jiří V. Outrata. Inverse truss design as a conic mathematical program with equilibrium constraints. Discrete and Continuous Dynamical Systems - S, 2017, 10 (6) : 1329-1350. doi: 10.3934/dcdss.2017071 |
| [11] |
Zheng-Hai Huang, Nan Lu. Global and global linear convergence of smoothing algorithm for the Cartesian $P_*(\kappa)$-SCLCP. Journal of Industrial and Management Optimization, 2012, 8 (1) : 67-86. doi: 10.3934/jimo.2012.8.67 |
| [12] |
Gui-Hua Lin, Masao Fukushima. A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. Journal of Industrial and Management Optimization, 2005, 1 (1) : 99-122. doi: 10.3934/jimo.2005.1.99 |
| [13] |
Yongchao Liu. Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints. Numerical Algebra, Control and Optimization, 2018, 8 (4) : 451-460. doi: 10.3934/naco.2018028 |
| [14] |
Xiao-Hong Liu, Wei-Zhe Gu. Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones. Journal of Industrial and Management Optimization, 2010, 6 (2) : 363-380. doi: 10.3934/jimo.2010.6.363 |
| [15] |
Xiantao Xiao, Jian Gu, Liwei Zhang, Shaowu Zhang. A sequential convex program method to DC program with joint chance constraints. Journal of Industrial and Management Optimization, 2012, 8 (3) : 733-747. doi: 10.3934/jimo.2012.8.733 |
| [16] |
Xi-De Zhu, Li-Ping Pang, Gui-Hua Lin. Two approaches for solving mathematical programs with second-order cone complementarity constraints. Journal of Industrial and Management Optimization, 2015, 11 (3) : 951-968. doi: 10.3934/jimo.2015.11.951 |
| [17] |
Chunlin Hao, Xinwei Liu. A trust-region filter-SQP method for mathematical programs with linear complementarity constraints. Journal of Industrial and Management Optimization, 2011, 7 (4) : 1041-1055. doi: 10.3934/jimo.2011.7.1041 |
| [18] |
Liping Pang, Na Xu, Jian Lv. The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. Journal of Industrial and Management Optimization, 2019, 15 (1) : 59-79. doi: 10.3934/jimo.2018032 |
| [19] |
Yu-Lin Chang, Jein-Shan Chen, Jia Wu. Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function. Journal of Industrial and Management Optimization, 2013, 9 (1) : 153-169. doi: 10.3934/jimo.2013.9.153 |
| [20] |
Jie Zhang, Yue Wu, Liwei Zhang. A class of smoothing SAA methods for a stochastic linear complementarity problem. Numerical Algebra, Control and Optimization, 2012, 2 (1) : 145-156. doi: 10.3934/naco.2012.2.145 |
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