Outer approximation for convex MINLPs can cycle due to CQ failures or approximate solves, but extended cutting planes ensure finite convergence under weaker constraint qualification assumptions.
Necessary optimality condi- tions in pessimistic bilevel programming
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
fields
math.OC 3representative citing papers
Pessimistic linear bilevel optimization problems with coupling constraints are equivalent to pessimistic and optimistic versions without them.
A variable-metric non-monotone line search method based on the Fukushima regularized gap function is introduced for mixed variational inequalities and equilibrium problems, with global convergence and R-linear rate proved under strong monotonicity.
citing papers explorer
-
Separation, Constraint Qualifications, and Cycling in Outer Approximation
Outer approximation for convex MINLPs can cycle due to CQ failures or approximate solves, but extended cutting planes ensure finite convergence under weaker constraint qualification assumptions.
-
On Coupling Constraints in Pessimistic Linear Bilevel Optimization
Pessimistic linear bilevel optimization problems with coupling constraints are equivalent to pessimistic and optimistic versions without them.
-
A Variable-Metric Non-monotone Line Search Method for Mixed Variational Inequalities and Equilibrium Problems
A variable-metric non-monotone line search method based on the Fukushima regularized gap function is introduced for mixed variational inequalities and equilibrium problems, with global convergence and R-linear rate proved under strong monotonicity.