کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6420218 1631785 2015 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A superlinearly convergent QP-free algorithm for mathematical programs with equilibrium constraints
چکیده انگلیسی

In this paper, based on the smoothing techniques and the working set techniques, a QP-free algorithm for mathematical programs with equilibrium constraints (MPEC for short) is presented. Firstly, by Fischer-Burmeister function and smoothing techniques, the discussed problem is approximated by a smooth constrained optimization problem. Secondly, the working set, which is used to construct systems of linear equations, is generated by pivoting operation. At each iteration, the search direction is yielded by solving two or three systems of equations with the same coefficient matrix. Under mild conditions, the global convergence and superlinear convergence are shown. Moreover, we can conclude that the current iterative point is an exact stationary point of the discussed problem if the proposed algorithm stops after finite iterations. Finally, preliminary numerical results are reported.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 269, 15 October 2015, Pages 885-903
نویسندگان
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