An SQP algorithm for mathematical programs with nonlinear complementarity constraints

被引：0
|
作者：
朱志斌 [1 ]
简金宝 [2 ]
张聪 [1 ]
机构：
[1] School of Mathematics & Computational Science,Guilin University of Electronic Technology
[2] College of Mathematics and Information Science,Guangxi University
来源：
AppliedMathematicsandMechanics(EnglishEdition) | 2009年 / 30卷 / 05期
基金：
中国博士后科学基金; 中国国家自然科学基金;
关键词：
mathematical programs with equilibrium constraints(MPEC); SQP algorithm; successive approximation; global convergence; superlinear convergence rate;
D O I：
暂无
中图分类号：
O221.2 [非线性规划];
学科分类号：
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 l1 penalty function,the line search assures global convergence,while the superlinear convergence rate is shown under the strictly complementary and second-order suffcient 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.
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页码：659 / 668
页数：10
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