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A Smoothed Augmented Lagrangian Method for Mathematical Programs with Vertical Complementarity Constraints

Wang, Jia et al.
arXiv (All) · Papers
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90c0690c2690c30optimization-and-control
We propose a smoothed augmented Lagrangian method (ALM) for solving mathematical programs with vertical complementarity constraints (VCCs). The augmented Lagrangian function involving the VCCs is smoothed by the Lasry--Lions double envelope, which is an extension of the Moreau envelope that enjoys e
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