Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints

被引：0
|
作者：
J. J. Júdice
H. D. Sherali
I. M. Ribeiro
A. M. Faustino
机构：
[1] Universidade de Coimbra,Departamento de Matemática
[2] Instituto de Telecomunicações,Grado Department of Industrial & Systems Engineering
[3] Virginia Polytechnic Institute,Secção de Matemática do Departamento de Engenharia Civil, Faculdade de Engenharia
[4] Virginia State University,undefined
[5] Universidade do Porto,undefined
来源：
Journal of Optimization Theory and Applications | 2007年 / 134卷
关键词：
Local optimization; Complementarity; Mathematical programming problem with equilibrium constraints; Active-set algorithm;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to a strongly stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be easily implemented by adopting any active-set code for nonlinear programming. Computational experience is included to highlight the efficacy of the proposed method in practice.
引用
收藏
页码：467 / 481
页数：14
相关论文
共 50 条
  • [1] Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
    Judice, J. J.
    Sherali, H. D.
    Ribeiro, I. M.
    Faustino, A. M.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2007, 134 (03) : 467 - 481
  • [2] AN ACTIVE-SET NEWTON METHOD FOR MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS
    Izmailov, A. F.
    Solodov, M. V.
    SIAM JOURNAL ON OPTIMIZATION, 2008, 19 (03) : 1003 - 1027
  • [3] A semismooth active-set algorithm for degenerate nonlinear complementarity problems
    Yu, H. (nianchuixiao@msn.com), 1600, Academy Publisher (08):
  • [4] An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints
    Fukushima, M
    Tseng, P
    SIAM JOURNAL ON OPTIMIZATION, 2002, 12 (03) : 724 - 739
  • [5] A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints
    Judice, Joaquim J.
    Sherali, Hanif D.
    Ribeiro, Isabel M.
    Faustino, Ana M.
    JOURNAL OF GLOBAL OPTIMIZATION, 2006, 36 (01) : 89 - 114
  • [6] A Complementarity-based Partitioning and Disjunctive Cut Algorithm for Mathematical Programming Problems with Equilibrium Constraints
    Joaquim J. Júdice
    Hanif D. Sherali
    Isabel M. Ribeiro
    Ana M. Faustino
    Journal of Global Optimization, 2006, 36 : 89 - 114
  • [7] Active set algorithm for mathematical programs with linear complementarity constraints
    Yin, Hongxia
    Ding, Fei
    Zhang, Jianzhong
    APPLIED MATHEMATICS AND COMPUTATION, 2011, 217 (21) : 8291 - 8302
  • [8] A class of active-set Newton methods for mixed complementarity problems
    Daryina, AN
    Izmailov, AF
    Solodov, MV
    SIAM JOURNAL ON OPTIMIZATION, 2005, 15 (02) : 409 - 429
  • [9] qpOASES: a parametric active-set algorithm for quadratic programming
    Ferreau, Hans Joachim
    Kirches, Christian
    Potschka, Andreas
    Bock, Hans Georg
    Diehl, Moritz
    MATHEMATICAL PROGRAMMING COMPUTATION, 2014, 6 (04) : 327 - 363
  • [10] Active-set Newton methods for mathematical programs with vanishing constraints
    A. F. Izmailov
    A. L. Pogosyan
    Computational Optimization and Applications, 2012, 53 : 425 - 452
12345