An SQP algorithm for mathematical programs with nonlinear complementarity constraints
β Scribed by Zhi-bin Zhu; Jin-bao Jian; Cong Zhang
- Publisher
- Springer
- Year
- 2009
- Tongue
- English
- Weight
- 187 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0253-4827
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## Abstract In this paper, we suggest a new relaxation method for solving mathematical programs with complementarity constraints. This method can be regarded as a modification of a method proposed in a recent paper (__J. Opt. Theory Appl.__ 2003; **118**:81β116). We show that the main results remai
In this paper, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained optimization problem by using the Fischer-Burmeister function. An augmented (proximal) Lagrangian method is applied to tackle the resulting constrained optimization problem. The a