An SQP algorithm for mathematical programs with nonlinear complementarity constraints (Q1030407): Difference between revisions

The following problem is considered: \[ \begin{cases} \min &f(x,y),\\ \text{s.t.} & g(x,y)\geq 0,\quad 0\leq F(x,y) \perp y\geq 0, \end{cases} \] where \(f:\mathbb R^{n+m}\to\mathbb R\), \(g:\mathbb R^{n+m}\to\mathbb R^l\), and \(F:\mathbb R^{n+m}\to\mathbb R^m\) are twice continuously differentiable. The authors offer an algorithm: smooth sequential quadratic programming, after equivalent reformulation of the problem. Then they study its convergence, including the case of the superlinear convergence.