A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS

被引：2

作者：

Hao, Chunlin ^{[1
,2
]}

Liu, Xinwei ^{[1
]}

机构：

[1] Hebei Univ Technol, Dept Appl Math, Tianjin 300401, Peoples R China

[2] Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China

来源：

JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2011年 / 7卷 / 04期

关键词：

Mathematical program with linear complementarity constraints; filter-SQP; trust-region method; INTERIOR-POINT METHOD; REGULARIZATION SCHEME; ALGORITHM; CONVERGENCE;

D O I：

10.3934/jimo.2011.7.1041

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

A trust-region filter-SQP method for mathematical programs with linear complementarity constraints (MPLCCs) is presented. The method is similar to that proposed by Liu, Perakis and Sun [Computational Optimization and Applications, 34, 5-33, 2006] but it solves the trust-region quadratic programming subproblems at each iteration and uses the filter technique to promote the global convergence. As a result, the method here is more robust since it admits the use of Lagrangian Hessian information and its performance is not affected by any penalty parameter. The preliminary numerical results on test problems generated by the QPECgen generator show that the presented method is effective.

引用

页码：1041 / 1055

页数：15

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