3 papers
math.OC2026
A Globally Convergent Method for Computing B-stationary Points of Mathematical Programs with Equilibrium Constraints
Armin NurkanoviÄ, Sven Leyffer
This paper introduces a computationally efficient method that converges globally to B-stationary points of mathematical programs with equilibrium constraints (MPECs). B-stationarit…
math.OC2026
McCormick envelopes in mixed-integer PDE-constrained optimization
Sven Leyffer, Paul Manns
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for…
math.OC2025
Implementing a unified solver for nonlinearly constrained optimization
Charlie Vanaret, Sven Leyffer
SQP and interior-point methods (also referred to as Lagrange-Newton methods) typically share key algorithmic components, such as strategies for computing descent directions and mec…