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

DOI10.1016/J.NA.2005.03.027zbMATH Open1224.65161OpenAlexW1980455566MaRDI QIDQ1000036FDOQ1000036

Authors: Xiao Qi Yang, Xuexiang 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

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zbMATH Keywords

convergenceoptimality conditionsFischer-Burmeister functionaugmented Lagrangian methodmathematical program with complementarity constraintsnonsmooth constrained optimization problemstrongly stationary point

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions
• An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
• Title not available (Why is that?)
• Lower-order penalty methods for mathematical programs with complementarity constraints

Cited In (10)

• Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints
• Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints
• A Sequential Smooth Penalization Approach to Mathematical Programs with Complementarity Constraints
• A new convergence proof of augmented Lagrangian-based method with full Jacobian decomposition for structured variational inequalities
• Lower-order penalty methods for mathematical programs with complementarity constraints
• On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints
• On linear problems with complementarity constraints
• A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods
• Partial augmented Lagrangian method and mathematical programs with complementarity constraints
• Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints

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