Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints

H. Z. Luo (), X. L. Sun () and Y. F. Xu ()
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H. Z. Luo: Fudan University
X. L. Sun: Fudan University
Y. F. Xu: Fudan University

Journal of Optimization Theory and Applications, 2010, vol. 145, issue 3, No 6, 489-506

Abstract: Abstract We present new convergence properties of partially augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Four modified partially augmented Lagrangian methods for MPCC based on different algorithmic strategies are proposed and analyzed. We show that the convergence of the proposed methods to a B-stationary point of MPCC can be ensured without requiring the boundedness of the multipliers.

Keywords: Mathematical program with complementarity constraints; Modified partially augmented Lagrangian methods; Convergence to B-stationary point; Constraint qualifications; Boundedness of the multipliers (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10957-009-9642-0

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