A conjugate gradient projection algorithm for mathematical programs with equilibrium constraints

MaRDI QIDQ3572885zbMATH OpenFDO

Authors Minglei Fang, Zhibin Zhu, Cong Zhang, Fenghua Chen

Publication date 8 July 2010

zbMATH Keywords

global convergenceequilibrium constraintsconjugate gradient projection

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) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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• Solving certain complementarity problems in power markets via convex programming
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