Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints

G. H. Lin and M. Fukushima
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G. H. Lin: Dalian University of Technology
M. Fukushima: Kyoto University

Journal of Optimization Theory and Applications, 2006, vol. 128, issue 1, No 1, 28 pages

Abstract: Abstract We consider a mathematical program with complementarity constraints (MPCC). Our purpose is to develop methods that enable us to compute a solution or a point with some kind of stationarity to MPCC by solving a finite number of nonlinear programs. We apply an active set identification technique to a smoothing continuation method (Ref. 1) and propose a hybrid algorithm for solving MPCC. We develop also two modifications: one makes use of an index addition strategy; the other adopts an index subtraction strategy. We show that, under reasonable assumptions, all the proposed algorithms possess a finite termination property. Further discussions and numerical experience are given as well

Keywords: Mathematical programs with complementarity constraints (MPCC); linear independence constraint qualification (LICQ); B-stationarity; M-stationarity; C-stationarity; asymptotically weak nondegeneracy; identification functions (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-005-7549-y

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