Convergence analysis of an augmented Lag
โ
X.Q. Yang; X.X. Huang
๐
Article
๐
2005
๐
Elsevier Science
๐
English
โ 133 KB
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