An SQP algorithm for mathematical programs with nonlinear complementarity constraints

被引：4

作者：

Zhu, Zhi-bin ^{[1
]}

Jian, Jin-bao ^{[2
]}

Zhang, Cong ^{[1
]}

机构：

[1] Guilin Univ Elect Technol, Sch Math & Computat Sci, Guilin 541004, Guangxi Prov, Peoples R China

[2] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Peoples R China

来源：

APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION | 2009年 / 30卷 / 05期

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

mathematical programs with equilibrium constraints (MPEC); SQP algorithm; successive approximation; global convergence; superlinear convergence rate; EQUILIBRIUM CONSTRAINTS; OPTIMIZATION; FEASIBILITY;

D O I：

10.1007/s10483-009-0512-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we describe a successive approximation and smooth sequential quadratic programming (SQP) method for mathematical programs with nonlinear complementarity constraints (MPCC). We introduce a class of smooth programs to approximate the MPCC. Using an l (1) penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints (MPEC) when the algorithm terminates finitely.

引用

页码：659 / 668

页数：10

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