Merit-Function Piecewise SQP Algorithm for Mathematical Programs with Equilibrium Constraints

G. S. Liu and J. J. Ye ()
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G. S. Liu: Renmin University
J. J. Ye: University of Victoria

Journal of Optimization Theory and Applications, 2007, vol. 135, issue 3, No 20, 623-641

Abstract: Abstract We propose a merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (MPEC) formulated as mathematical programs with complementarity constraints. Under mild conditions, the new algorithm is globally convergent to a piecewise stationary point. Moreover, if the partial MPEC linear independence constraint qualification (LICQ) is satisfied at the accumulation point, then the accumulation point is an S-stationary point.

Keywords: Mathematical programs with equilibrium constraints; Mathematical programs with complementarity constraints; Partial MPEC-LICQ; Global convergence; Piecewise stationary points (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-007-9265-2

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