Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Abstract. Many variational inequality problems (VIPs) can be reduced, by a compactification procedure, to a VIP on the canonical simplex. Reformulations of this problem are studied...
This paper deals with generalized pattern search (GPS) algorithms for linearly constrained optimization. At each iteration, the GPS algorithm generates a set of directions that con...
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...
The SQAP-polytope was associated to quadratic assignment problems with a certain symmetric objective function structure by Rijal (1995) and Padberg and Rijal (1996). We derive a te...