An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints

DOI10.1137/S1052623499363232zbMath1005.65064OpenAlexW1976886395MaRDI QIDQ2784433

Masao Fukushima, Paul Tseng

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623499363232

zbMATH Keywords

quadratic programmingnumerical examplesMPECactive-set algorithmB-stationary pointlinear inequality/complementarity constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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