Some feasibility issues in mathematical programs with equilibrium constraints

被引：40

作者：

Fukushima, M ^{[1
]}

Pang, JS

机构：

[1] Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan

[2] Johns Hopkins Univ, Whiting Sch Engn, Dept Math Sci, Baltimore, MD 21218 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1998年 / 8卷 / 03期

关键词：

mathematical programs with equilibrium constraints; penalty interior point algorithm; sequential quadratic programming algorithm;

D O I：

10.1137/S105262349731577X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned with some feasibility issues in mathematical programs with equilibrium constraints (MPECs) where additional joint constraints are present that must be satisfied by the state and design variables of the problems. We introduce sufficient conditions that guarantee the feasibility of these MPECs. It turns out that these conditions also guarantee the feasibility of the quadratic programming (QP) subproblems arising from the penalty interior point algorithm (PIPA) and the sequential quadratic programming (SQP) algorithm for solving MPECs; thus the same conditions ensure that these algorithms are applicable for solving this class of jointly constrained MPECs.

引用

页码：673 / 681

页数：9

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