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Stability Analysis of One Stage Stochastic Mathematical Programs with Complementarity Constraints

โœ Scribed by Yongchao Liu; Huifu Xu; Gui-Hua Lin


Publisher
Springer
Year
2011
Tongue
English
Weight
645 KB
Volume
152
Category
Article
ISSN
0022-3239

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Convergence analysis of an augmented Lag
โœ X.Q. Yang; X.X. Huang ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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