References
- Anitescu , M. 2005 . On using the elastic mode in nonlinear programming approaches to mathematical programs with complementarity constraints . SIAM J. Optim. , 15 ( 4 ) : 1203 – 1236 .
- Bertsekas , D. 1995 . Nonlinear Programming , Nashua, NH : Athena Scientific .
- Dolan , E. D. and Moré , J. J. 2001 . Benchmarking optimization software with performance profiles . Math. Program. A , 91 : 201 – 213 .
- Fletcher , R. , Leyffer , S. , Ralph , D. and Scholtes , S. 2002 . “ Local convergence of SQP methods for mathematical programs with equilibrium constraints ” . Tech. Rep., Numerical Analysis Report NA/209, Department of Mathematics, University of Dundee
- Fourer , R. , Gay , D. M. and Kernighan , B. W. 1993 . AMPL: A Modelling Language for Mathematical Programming , Massachusetts : Duxburg Press .
- Fukushima , M. and Pang , J. 1999 . Convergence of a smoothing continuation method for mathematical programs with complementarity constraints, illposed variational problems and regularization techniques . Lecture Notes Econom. Math. Systems , 447 : 99 – 110 .
- S. Leyffer, MacMPEC. Available at http://wiki.mcs.anl.gov/leyffer/index.php/MacMPEC, 2000
- Ralph , D. and Wright , S. J. 2004 . Some properties of regularization and penalization schemes for MPECS . Optim. Methods Softw. , 19 : 527 – 556 .
- Scheel , H. and Scholtes , S. 2000 . Mathematical program with complementarity constraints: Stationarity, optimality and sensitivity . Math. Oper. Res. , 25 ( 1 ) : 1 – 22 .
- Scholtes , S. 2001 . Convergence properties of a regularization scheme for mathematical programs with complementarity constraints . SIAM J. Optim. , 11 ( 4 ) : 918 – 936 .