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math.OC2026
A Smoothed Augmented Lagrangian Method for Mathematical Programs with Vertical Complementarity Constraints
Jia Wang, Andreas Themelis, Panagiotis Patrinos
We propose a smoothed augmented Lagrangian method (ALM) for solving mathematical programs with vertical complementarity constraints (VCCs). The augmented Lagrangian function involv…
math.OC2025
A Lasry-Lions envelope approach for mathematical programs with complementarity constraints
Jia Wang, Andreas Themelis, Ivan Markovsky +1
We propose a homotopy method for solving mathematical programs with complementarity constraints (CCs). The indicator function of the CCs is relaxed by the Lasry--Lions double envel…