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.
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页码：659 / 668
页数：10
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