کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4637283 | 1340738 | 2006 | 23 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, MPEC problems with linear complementarity constraints are considered. By means of Fischer-Burmeister function, the linear complementarity condition is transformed into a nonsmooth equation. Then, during the iteration, a corresponding smooth system approximates the nonsmooth equation. The smooth optimization is solved by SQP algorithm for standard constrained optimization. Global convergence and superlinear convergence rate are established under some suitable assumptions. Moreover, we conclude that the current iterate point is an exact stationary point of the MPEC problem when the proposed algorithm stops in finite iteration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 172, Issue 1, 1 January 2006, Pages 222-244
Journal: Applied Mathematics and Computation - Volume 172, Issue 1, 1 January 2006, Pages 222-244
نویسندگان
Z.B. Zhu, K.C. Zhang,