Active set algorithm for mathematical programs with linear complementarity constraints (Q545973)
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scientific article; zbMATH DE number 5912635
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| English | Active set algorithm for mathematical programs with linear complementarity constraints |
scientific article; zbMATH DE number 5912635 |
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Active set algorithm for mathematical programs with linear complementarity constraints (English)
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24 June 2011
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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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numerical results
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linear complementarity constraints
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active-set algorithm
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\(B\)-stationary point
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uniform LICQ
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convergence
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0.9065274596214294
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0.8714464902877808
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0.8445599675178528
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0.8393832445144653
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0.8392346501350403
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