An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
نویسندگان
چکیده
منابع مشابه
An Active Set Newton Method for Mathematical Programs with Complementarity
For mathematical programs with complementarity constraints (MPCC), we propose an active set Newton method which has the property of local quadratic convergence under the MPCC linear independence constraint qualification (MPCC-LICQ) and the standard second-order sufficient condition for optimality (SOSC). Under MPCC-LICQ, this SOSC is equivalent to the piecewise SOSC on branches of MPCC, which i...
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For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC linear independence constraint qualification (MPCC-LICQ) and the standard second-order sufficient condition (SOSC) for optimality. Under MPCC-LICQ, this SOSC is equivalent to the piecewise SOSC on branches of MPCC, which...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2008
ISSN: 1052-6234,1095-7189
DOI: 10.1137/070690882