An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
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Publication:3395002
DOI10.1137/070690882zbMath1201.90193MaRDI 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
quadratic convergence; Newton method; SQP; second-order sufficiency; mathematical program with complementarity constraints; active set method
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
49M37: Numerical methods based on nonlinear programming
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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