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
Modified relaxation method for mathematical programs with complementarity constraints
โ Scribed by Gui-Hua Lin
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 167 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0170-4214
- DOI
- 10.1002/mma.881
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โฆ Synopsis
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; 118:81โ116). We show that the main results remain true for the modified method and particularly, some conditions assumed in the previous paper can be removed. Copyright ยฉ 2007 John Wiley & Sons, Ltd.
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A new feasible direction method for linear programming problems is presented. The method is not boundary following. The method proceeds from a feasible interior point in a direction that improves the objective function until a point on a constraint surface is met. At this point searches are initiate