A uv-decomposed method for solving an MPEC problem

uv-decomposition method for solving a mathematical program with equilibrium constraints （MPEC） problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results...

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Bibliographic Details
Published in:Applied mathematics and mechanics 2008-04, Vol.29 (4), p.535-540
Main Author: 单锋 庞丽萍 朱丽梅 夏尊铨
Format: Article
Language:English
Subjects:
拉格朗日
最优化
次微分
非线性方程
Online Access:Get full text
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Summary:uv-decomposition method for solving a mathematical program with equilibrium constraints （MPEC） problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its uv-decomposition are given. A conceptual algorithm for solving this problem with a superUnear convergence rate is then constructed in terms of the obtained results.
ISSN:0253-4827
1573-2754
DOI:10.1007/s10483-008-0412-y