Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
نویسندگان
چکیده
منابع مشابه
A Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
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 stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2007
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-007-9231-z