Active set algorithm for mathematical programs with linear complementarity constraints

DOI10.1016/J.AMC.2011.03.011MaRDI QIDQ545973zbMATH OpenOpenAlexFDO

Authors Fei Ding, Hong-Xia Yin, Jianzhong Zhang

Publication date 24 June 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2011.03.011

zbMATH Keywords

\(B\)-stationary pointactive-set algorithmconvergencelinear complementarity constraintsnumerical resultsuniform LICQ

Mathematics Subject Classification ID

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

Review text

The authors propose an active set algorithm for mathematical programs with linear complementarity constraints (MPLCC). They prove that any cluster point of the sequence generated by the algorithm is a \(B\)-stationary point of MPLCC provided that the feasible set is bounded and LICQ holds. Numerical results are also presented.

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Cited in

(11)

• Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
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• An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
• scientific article; zbMATH DE number 4046981 (Why is no real title available?)
• scientific article; zbMATH DE number 4126605 (Why is no real title available?)
• scientific article; zbMATH DE number 6907388 (Why is no real title available?)
• Sequential linearization method for bound-constrained mathematical programs with complementarity constraints
• An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
• A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
• Active-constraint variable ordering for faster feasibility of mixed integer linear programs

Describes a project that uses

Uses Software

• MacMPEC

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