A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints (Q2369090)
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scientific article; zbMATH DE number 5020488
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| English | A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints |
scientific article; zbMATH DE number 5020488 |
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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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0.9169124960899352
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0.912316918373108
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0.8937431573867798
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0.8913419842720032
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