A globally convergent algorithm for MPCC

DOI10.1007/s13675-015-0044-9zbMath1326.49050OpenAlexW2272323599MaRDI QIDQ748600

Abdeslam Kadrani, Abdelhamid Benchakroun, Jean-Pierre Dussault

Publication date: 29 October 2015

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-015-0044-9

zbMATH Keywords

global convergenceregularizationpenalizationnonlinear programmingcomplementarity constraints

Mathematics Subject Classification ID

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)

Related Items (4)

On approximate stationary points of the regularized mathematical program with complementarity constraints ⋮ Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints ⋮ On linear problems with complementarity constraints ⋮ Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences

Uses Software

• Scilab
• AMPL
• MacMPEC

Cites Work

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