Active set algorithm for mathematical programs with linear complementarity constraints (Q545973)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Active set algorithm for mathematical programs with linear complementarity constraints |
scientific article; zbMATH DE number 5912635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Active set algorithm for mathematical programs with linear complementarity constraints |
scientific article; zbMATH DE number 5912635 |
Statements
Active set algorithm for mathematical programs with linear complementarity constraints (English)
0 references
24 June 2011
0 references
The authors propose an active set algorithm for mathematical programs with linear complementarity constraints (MPLCC). They prove that any cluster point of the sequence generated by the algorithm is a \(B\)-stationary point of MPLCC provided that the feasible set is bounded and LICQ holds. Numerical results are also presented.
0 references
numerical results
0 references
linear complementarity constraints
0 references
active-set algorithm
0 references
\(B\)-stationary point
0 references
uniform LICQ
0 references
convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
