A smoothing Newton algorithm for mathematical programs with complementarity constraints

被引：10

作者：

Huang, Zheng-Hai ^{[1
]}

Sun, Jie

机构：

[1] Tianjin Univ, Sch Sci, Dept Math, Tianjin 300072, Peoples R China

[2] Natl Univ Singapore, Dept Decis Sci, Singapore 119260, Singapore

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2005年 / 1卷 / 02期

关键词：

mathematical program with complementarity constraints; B-stationary point; smoothing algorithm; global convergence;

D O I：

10.3934/jimo.2005.1.153

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

We propose a smoothing Newton algorithm for solving mathematical programs with complementarity constraints (MPCCS). Under some reasonable conditions, the proposed algorithm is shown to be globally convergent and to generate a B-stationary point of the MPCC. Preliminary numerical results on some MacMPEC problems are reported.

引用

页码：153 / 170

页数：18

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