A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints

DOI10.1016/j.amc.2005.01.141zbMath1098.65072OpenAlexW2014364524MaRDI QIDQ2369090

Yanyan Li

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.amc.2005.01.141

zbMATH Keywords

global convergencesuperlinear convergencesuccessive quadratic programmingmathematical programs with complementarity constraintsSQP algorithm

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) Methods of successive quadratic programming type (90C55)

Related Items (4)

A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints ⋮ An SQP algorithm for mathematical programs with nonlinear complementarity constraints ⋮ A generalized project metric algorithm for mathematical programs with equilibrium constraints ⋮ A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints

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