{"id":"https://openalex.org/W2120461039","doi":"https://doi.org/10.1137/04060754x","title":"A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints","display_name":"A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W2120461039","doi":"https://doi.org/10.1137/04060754x","mag":"2120461039"},"language":"en","primary_location":{"id":"doi:10.1137/04060754x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/04060754x","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5024937676","display_name":"Victor DeMiguel","orcid":"https://orcid.org/0000-0002-7787-5185"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Victor DeMiguel","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054518852","display_name":"Michael P. Friedlander","orcid":"https://orcid.org/0000-0003-0222-5222"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Michael P. Friedlander","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062797168","display_name":"Francisco J. Nogales","orcid":"https://orcid.org/0000-0001-6783-7583"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Francisco J. Nogales","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5014548151","display_name":"Stefan Scholtes","orcid":"https://orcid.org/0000-0002-1493-7908"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Stefan Scholtes","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.4473,"has_fulltext":false,"cited_by_count":75,"citation_normalized_percentile":{"value":0.93101575,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"16","issue":"2","first_page":"587","last_page":"609"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10545","display_name":"Optimization and Variational Analysis","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9696999788284302,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7734114527702332},{"id":"https://openalex.org/keywords/relaxation","display_name":"Relaxation (psychology)","score":0.7639898657798767},{"id":"https://openalex.org/keywords/limit-point","display_name":"Limit point","score":0.7525711059570312},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6513708829879761},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6244950294494629},{"id":"https://openalex.org/keywords/complementarity","display_name":"Complementarity (molecular biology)","score":0.5837953090667725},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.533067524433136},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.5111287236213684},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.50240159034729},{"id":"https://openalex.org/keywords/interior-point-method","display_name":"Interior point method","score":0.43915534019470215},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4360213577747345},{"id":"https://openalex.org/keywords/feasible-region","display_name":"Feasible region","score":0.43579763174057007},{"id":"https://openalex.org/keywords/complementarity-theory","display_name":"Complementarity theory","score":0.42938733100891113},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.4111041724681854},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.17494767904281616},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.14787262678146362}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7734114527702332},{"id":"https://openalex.org/C2776029896","wikidata":"https://www.wikidata.org/wiki/Q3935810","display_name":"Relaxation (psychology)","level":2,"score":0.7639898657798767},{"id":"https://openalex.org/C63548660","wikidata":"https://www.wikidata.org/wiki/Q858223","display_name":"Limit point","level":2,"score":0.7525711059570312},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6513708829879761},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6244950294494629},{"id":"https://openalex.org/C202269582","wikidata":"https://www.wikidata.org/wiki/Q2644277","display_name":"Complementarity (molecular biology)","level":2,"score":0.5837953090667725},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.533067524433136},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.5111287236213684},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.50240159034729},{"id":"https://openalex.org/C155253501","wikidata":"https://www.wikidata.org/wiki/Q461992","display_name":"Interior point method","level":2,"score":0.43915534019470215},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4360213577747345},{"id":"https://openalex.org/C177067428","wikidata":"https://www.wikidata.org/wiki/Q17013331","display_name":"Feasible region","level":2,"score":0.43579763174057007},{"id":"https://openalex.org/C85404239","wikidata":"https://www.wikidata.org/wiki/Q5156417","display_name":"Complementarity theory","level":3,"score":0.42938733100891113},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.4111041724681854},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17494767904281616},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.14787262678146362},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1137/04060754x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/04060754x","pdf_url":null,"source":{"id":"https://openalex.org/S928796702","display_name":"SIAM Journal on Optimization","issn_l":"1052-6234","issn":["1052-6234","1095-7189"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Optimization","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.118.2079","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.118.2079","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.ubc.ca/~mpf/downloads/DemiFrieNogaScho05.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W17229534","https://openalex.org/W217831350","https://openalex.org/W1508335918","https://openalex.org/W1534354577","https://openalex.org/W1604627832","https://openalex.org/W1674199609","https://openalex.org/W1966095601","https://openalex.org/W1976831027","https://openalex.org/W1988435421","https://openalex.org/W1989012930","https://openalex.org/W2005604902","https://openalex.org/W2013683432","https://openalex.org/W2034039293","https://openalex.org/W2037678919","https://openalex.org/W2039659576","https://openalex.org/W2042838878","https://openalex.org/W2112838397","https://openalex.org/W2128234186","https://openalex.org/W2171126500","https://openalex.org/W3029645440","https://openalex.org/W4231147659","https://openalex.org/W4254755288","https://openalex.org/W4285719527","https://openalex.org/W4293775970"],"related_works":["https://openalex.org/W2276648117","https://openalex.org/W2365022651","https://openalex.org/W819098253","https://openalex.org/W1107289","https://openalex.org/W2085014864","https://openalex.org/W2350200292","https://openalex.org/W2765841216","https://openalex.org/W2011175430","https://openalex.org/W3015765855","https://openalex.org/W2146241362"],"abstract_inverted_index":{"We":[0,54],"propose":[1],"a":[2,47,66],"relaxation":[3,18,32,58],"scheme":[4,59],"for":[5],"mathematical":[6],"programs":[7],"with":[8,65],"equilibrium":[9],"constraints":[10,27],"(MPECs).":[11],"In":[12],"contrast":[13],"to":[14,70],"previous":[15],"approaches,":[16],"our":[17],"is":[19],"two-sided:":[20],"both":[21],"the":[22,25,40,52,57,77,83,89],"complementarity":[23],"and":[24],"nonnegativity":[26],"are":[28],"relaxed.":[29],"The":[30],"proposed":[31],"update":[33],"rule":[34],"guarantees":[35],"(under":[36],"certain":[37],"conditions)":[38],"that":[39],"sequence":[41],"of":[42,88],"relaxed":[43],"subproblems":[44],"will":[45],"maintain":[46],"strictly":[48],"feasible":[49],"interior---even":[50],"in":[51,63],"limit.":[53],"show":[55],"how":[56],"can":[60],"be":[61],"used":[62],"combination":[64],"standard":[67],"interior-point":[68],"method":[69],"achieve":[71],"superlinear":[72],"convergence.":[73],"Numerical":[74],"results":[75],"on":[76],"MacMPEC":[78],"test":[79],"problem":[80],"set":[81],"demonstrate":[82],"fast":[84],"local":[85],"convergence":[86],"properties":[87],"approach.":[90]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":9},{"year":2012,"cited_by_count":5}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}