A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods
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Publication:5085138
DOI10.1287/moor.2021.1165zbMath1489.90197OpenAlexW3203415807MaRDI QIDQ5085138
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Publication date: 27 June 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2021.1165
augmented Lagrangian methodmathematical program with complementarity constraintsM-stationaritynonmonotone projected gradient method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of reduced gradient type (90C52)
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