Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638394 | Journal of Computational and Applied Mathematics | 2015 | 17 Pages |
Abstract
This paper discusses a kind of mathematical programs with equilibrium constraints (MPEC for short). By using a complementarity function and a kind of disturbed technique, the original (MPEC) problem is transformed into a nonlinear equality and inequality constrained optimization problem. Then, we combine a generalized gradient projection matrix with penalty function technique to given a generalized project metric algorithm with arbitrary initial point for the (MPEC) problems. In order to avoid Mataros effect, a high-order revised direction is obtained by an explicit formula. Under some relative weaker conditions, the proposed method is proved to possess global convergence and superlinear convergence.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Minglei Fang, Zhibin Zhu,