Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints

DOI10.1016/j.na.2005.03.027zbMath1224.65161MaRDI QIDQ1000036

Xiao Qi Yang, Xue Xiang Huang

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.027

zbMATH Keywords

convergence; optimality conditions; augmented Lagrangian method; Fischer-Burmeister function; mathematical program with complementarity constraints; nonsmooth constrained optimization problem; strongly stationary point

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)