A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints (Q2369090): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints |
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A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints (English)
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28 April 2006
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The authors propose an successive quadratic programming (SQP) algorithm for mathematical programs with linear complementarity constraints. Unlike previous approaches, they utilize a nonsmooth equation instead of the complementarity constraint and its smooth approximation for the construction of the SQP algorithm. The global and superlinear convergence of the method is established.
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SQP algorithm
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mathematical programs with complementarity constraints
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superlinear convergence
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successive quadratic programming
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global convergence
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