An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints

DOI10.1137/070690882zbMath1201.90193OpenAlexW2034340273MaRDI QIDQ3395002

Mikhail V. Solodov, Alexey F. Izmailov

Publication date: 20 August 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070690882

zbMATH Keywords

quadratic convergenceNewton methodSQPsecond-order sufficiencymathematical program with complementarity constraintsactive set method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Uses Software

• MacMPEC

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