Convergence analysis of an augmented Lagrangian method for mathematical programs with complementarity constraints

DOI10.1016/j.na.2005.03.027zbMath1224.65161OpenAlexW1980455566MaRDI QIDQ1000036

Xiao Qi Yang, Xue Xiang Huang

Publication date: 4 February 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2005.03.027

zbMATH Keywords

convergenceoptimality conditionsaugmented Lagrangian methodFischer-Burmeister functionmathematical program with complementarity constraintsnonsmooth constrained optimization problemstrongly stationary point

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods ⋮ On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints ⋮ Convergence properties of modified and partially-augmented Lagrangian methods for mathematical programs with complementarity constraints ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints ⋮ On linear problems with complementarity constraints

Cites Work

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• A Smooth Variational Principle With Applications to Subdifferentiability and to Differentiability of Convex Functions
• Lower-order penalty methods for mathematical programs with complementarity constraints