Journal
SIAM JOURNAL ON OPTIMIZATION
Volume 17, Issue 1, Pages 259-286Publisher
SIAM PUBLICATIONS
DOI: 10.1137/S1052623402407382
Keywords
nonlinear programming; sequential quadratic programming (SQP); mathematical programs with equilibrium constraints (MPEC); mathematical programs with complementarity constraints (MPCC); equilibrium constraints
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Recently, nonlinear programming solvers have been used to solve a range of mathematical programs with equilibrium constraints (MPECs). In particular, sequential quadratic programming (SQP) methods have been very successful. This paper examines the local convergence properties of SQP methods applied to MPECs. SQP is shown to converge superlinearly under reasonable assumptions near a strongly stationary point. A number of examples are presented that show that some of the assumptions are difficult to relax.
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