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Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints.
- Source :
-
Journal of Optimization Theory & Applications . Sep2007, Vol. 134 Issue 3, p467-481. 15p. 2 Charts. - Publication Year :
- 2007
-
Abstract
- In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to a strongly stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be easily implemented by adopting any active-set code for nonlinear programming. Computational experience is included to highlight the efficacy of the proposed method in practice. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 134
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 27664843
- Full Text :
- https://doi.org/10.1007/s10957-007-9231-z