Tutorial
- D Ralph
- Tutorial on Equilibrium Programming
- Summer School, ICCOPT I, Rensselaer Polytechnic Institute,
Troy, NY, 31 July - 1 Aug 2004
- equil-prog-tute-8-04.pdf PDF file.
- (ICCOPT homepage http://eaton.math.rpi.edu:16080/iccopt/)
Networks
D Ralph
Nonlinear programming advances in
mathematical programming with
complementarity constraints
MPCC-review.pdf A review of MPCC with motivation from traffic equilibria and communication networks. PDF file.
- E Hult
- Closed Charging Cordon Design Problem
- Superised by Gavin Gaunt, UK Department for Transport, and Danny Ralph, University of Cambridge,
July-Sep 2006
- Hult-traffic-cordon.pdf PDF file.
Preprints
- G Giallombardo, D Ralph
- Multiplier convergence in trust region methods with application to ... MPECs
- Giallombardo-Ralph.pdf
Mathematical Programming 112 (2008), 335-369. PDF file.
- PJ Goulart, EC Kerrigan, D Ralph
- Efficient robust optimization for robust control with
constraints
- Goulart-Kerrigan-Ralph.pdf To appear in Mathematical Programming, Series A. PDF file.
- D Ralph and Y Smeers
- EPECs as models for electricity markets
- Ralph-Smeers-EPEC-electricity.pdf PDF file.
- X Hu and D Ralph
- Using EPECs to model bilevel games in restructured electricity
markets with locational prices
- epec-12-06.pdf PDF file.
- X Hu, D Ralph, E Ralph, MC Ferris and P Bardsley
- Electricity generation with looped transmission networks: Bidding
to an ISO
- elec-gen.pdf PDF file.
- D Ralph and SJ Wright
- Some Properties of Regularization and Penalization Schemes for MPECs
- (to appear in OMS)
- mpec-reg.pdf PDF file
- R Fletcher, S Leyffer, D Ralph and S Scholtes
- Local convergence of SQP methods for mathematical programs with equilibrium constraints
- (to appear in SIAM J Optimization)
- Fletcher-Leyffer-Ralph-Scholtes.pdf PDF file.
- X Hu and D Ralph
- Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints
- (to appear in JOTA)
- hr-pen-mpcc.pdf PDF file.
- X Hu and D Ralph
- A note on sensitivity of value functions
of mathematical programs with complementarity constraints
- (to appear in Math Programming)
- hr-sens-mpcc.pdf PDF file.
- H Jiang and D Ralph
- Extension of quasi-Newton methods to
mathematical programs with complementarity constraints
- (to appear in COAP)
- jr-qn-mpcc.pdf PDF file.
D Ralph
A stable homotopy approach to horizontal
linear complementarity problems (to appear in Control
and Cybernetics)
stable-hlcp.pdf PDF file.
QPECgen files
- H Jiang, D Ralph
- QPECgen, A matlab generator for mathematical programs with quadratic objectives and affine variational inequality constraints.
-
1997 working paper, revised & published in Computational Optimization and Applications (1999), 25-59.
- qpecgen97.pdf
PDF file.
-
Matlab files:
- qpecgen.m
- parameter.m
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