Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method

DOI10.1137/20M1321413zbMath1467.49024arXiv2002.10124MaRDI QIDQ4997170

Gerd Wachsmuth, Felix Harder, Patrick Mehlitz

Publication date: 28 June 2021

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

Full work available at URL: https://arxiv.org/abs/2002.10124

zbMATH Keywords

mathematical program with complementarity constraints; semismooth Newton method; active set method; M-stationarity; nonlinear M-stationarity function

Mathematics Subject Classification ID

90C30: Nonlinear programming

49M05: Numerical methods based on necessary conditions

49M15: Newton-type methods

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)