An SQP Algorithm for Mathematical Programs With Nonlinear Complementarity Constraints

ZHU Zhi-bin; JIAN Jin-bao; ZHANG Cong

doi:10.3879/j.issn.1000-0887.2009.05.012

Volume 30 Issue 5

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ZHU Zhi-bin, JIAN Jin-bao, ZHANG Cong. An SQP Algorithm for Mathematical Programs With Nonlinear Complementarity Constraints[J]. Applied Mathematics and Mechanics, 2009, 30(5): 613-622. doi: 10.3879/j.issn.1000-0887.2009.05.012

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An SQP Algorithm for Mathematical Programs With Nonlinear Complementarity Constraints

doi: 10.3879/j.issn.1000-0887.2009.05.012

1.
College of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin, Guangxi 541004, P. R. China;

Received Date: 2008-07-19
Rev Recd Date: 2009-02-27
Publish Date: 2009-05-15

Abstract

Abstract

A successive approximation and smooth SQP method for mathematical programs with nonlinear complementarity constraints (MPCC) is described. A class of smooth programs to approximate the MPCC was introduced. Using an l₁ penalty function, the line search assures the global convergence, while superlinear convergence rate is shown under strictly complementary conditions and the second order sufficient condition. Moreover, it was proved that the current iterated point is an exact stationary point of the MPEC when the algorithm terminates finitely.
- MPEC,
- SQP algorithm,
- successive approximation,
- global convergence,
- superlinear convergence rate

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References(10)

References

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