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Solving Mathematical Programs with Equilibrium Constraints.

, , and . J. Optimization Theory and Applications, 166 (1): 234-256 (2015)

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Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints., , , and . SIAM Journal on Optimization, 24 (3): 1206-1237 (2014)Solving Mathematical Programs with Equilibrium Constraints., , and . J. Optimization Theory and Applications, 166 (1): 234-256 (2015)New reformulations for stochastic nonlinear complementarity problems., and . Optimization Methods and Software, 21 (4): 551-564 (2006)Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization., , and . SIAM Journal on Optimization, 21 (3): 669-705 (2011)Sample average approximation method for a class of stochastic variational inequality problems., , , and . J. Systems Science & Complexity, 24 (6): 1143-1153 (2011)Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints., , , and . J. Global Optimization, 70 (1): 223-236 (2018)Improved convergence results for a modified Levenberg-Marquardt method for nonlinear equations and applications in MPCC., and . Optimization Methods and Software, 31 (4): 791-804 (2016)Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications., , and . SIAM Journal on Optimization, 22 (3): 1151-1176 (2012)Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints., , and . J. Optimization Theory and Applications, 158 (1): 33-64 (2013)Sample Average Approximation Method for Solving a Deterministic Formulation for Box Constrained Stochastic variational inequality Problems., and . APJOR, (2012)