Merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints

DOI10.1007/S10957-007-9265-2MaRDI QIDQ2483036zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 May 2008

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-007-9265-2

zbMATH Keywords

global convergencemathematical programs with complementarity constraintsmathematical programs with equilibrium constraintspartial MPEC-LICQpiecewise stationary points

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Review text

The authors propose and analyse a piecewise SQP-method for solving mathematical programs with complementarity constraints (MPEC). The method uses a (partial) exact penalty function as a merit function and is based on the solution of a quadratic subproblem to compute acceptable descent directions in each step. The algorithm is (globally) convergent to a piecewise stationary point. Under common assumptions a convergence to a strongly stationary point is shown if a partial MPEC-LICQ condition holds at the limit point.

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Cites work

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Cited in

(10)

• Partial exact penalty for mathematical programs with equilibrium constraints
• Global algorithm for solving stationary points for equilibrium programs with shared equilibrium constraints
• scientific article; zbMATH DE number 1163113 (Why is no real title available?)
• scientific article; zbMATH DE number 1861628 (Why is no real title available?)
• A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• On solving difference of convex functions programs with linear complementarity constraints
• Approximation methods for a class of non-Lipschitz mathematical programs with equilibrium constraints
• A class of quadratic programs with linear complementarity constraints
• A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem

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