Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (Q2483036): Difference between revisions
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Revision as of 01:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints |
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Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (English)
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5 May 2008
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The authors propose and analyse a piecewise SQP-method for solving mathematical programs with complementarity constraints (MPEC). The method uses a (partial) exact penalty function as a merit function and is based on the solution of a quadratic subproblem to compute acceptable descent directions in each step. The algorithm is (globally) convergent to a piecewise stationary point. Under common assumptions a convergence to a strongly stationary point is shown if a partial MPEC-LICQ condition holds at the limit point.
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mathematical programs with equilibrium constraints
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mathematical programs with complementarity constraints
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partial MPEC-LICQ
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global convergence
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piecewise stationary points
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