In this paper, we analyze the convergence of the alternating direction method of multipliers
(ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, ϕ (x_0 …

When solving constrained optimization problems in real industrial processes, both optimality
and computational efficiency need to be considered. However, most existing meta-heuristic …

In this paper, we introduce a stochastic optimization model for international investments,
specifically addressing scenarios where the investor's utility function is characterized by …

In this paper, we investigate second-order necessary conditions and exact penalty of
mathematical programs with switching constraints (MPSC). Some new second-order …

We present a new smoothing method based on a logarithm‐exponential function for
mathematical program with complementarity constraints (MPCC). Different from the existing …

We propose an approach based on a penalty formulation and a relaxation scheme for
mathematical programs with complementarity constraints (MPCC). We discuss the …

1 Introduction Page 1 A DCA for MPCCs converging to a S-stationary point Matthieu Maréchal
Instituto de Ciencias Básicas, Facultad de Ingenierıa y Ciencias, Universidad Diego Portales …

This paper focuses on the study of a mathematical program with equilibrium constraints,
where the objective and the constraint functions are all polynomials. We present a method …

In this dissertation, we investigate approaches based on DC (Difference of Convex
functions) programming and DCA (DC Algorithm) for mathematical programs with …