期刊
SIAM JOURNAL ON OPTIMIZATION
卷 16, 期 2, 页码 587-609出版社
SIAM PUBLICATIONS
DOI: 10.1137/04060754x
关键词
nonlinear programming; mathematical programs with equilibrium constraints; complementarity constraints; constrained minimization; interior-point methods; primal-dual methods; barrier methods
We propose a relaxation scheme for mathematical programs with equilibrium constraints (MPECs). In contrast to previous approaches, our relaxation is two-sided: both the complementarity and the nonnegativity constraints are relaxed. The proposed relaxation update rule guarantees (under certain conditions) that the sequence of relaxed subproblems will maintain a strictly feasible interior-even in the limit. We show how the relaxation scheme can be used in combination with a standard interior-point method to achieve superlinear convergence. Numerical results on the MacMPEC test problem set demonstrate the fast local convergence properties of the approach.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据