A Merit Function Piecewise SQP Algorithm for Solving Mathematical Programs with Equilibrium Constraints∗
نویسندگان
چکیده
In this paper we propose a merit function piecewise SQP algorithm for solving mathematical programs with equilibrium constraints (MPECs) formulated as mathematical programs with complementarity constraints. Under some mild conditions, the new algorithm is globally convergent to a piecewise stationary point. Moreover if the partial MPECLICQ is satisfied at the accumulation point then the accumulation point is a S-stationary point.
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تاریخ انتشار 2006