Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints
نویسندگان
چکیده
منابع مشابه
Levenberg-Marquardt Method for Mathematical Programs with Linearly Complementarity Constraints
In this paper, a new method for solving a mathematical programming problem with linearly complementarity constraints (MPLCC) is introduced, which applies the Levenberg-Marquardt (L-M) method to solve the B-stationary condition of original problem. Under the MPEC-LICQ, the proposed method is proved convergent to B-stationary point of MPLCC.
متن کاملLevenberg-Marquardt Method for the Eigenvalue Complementarity Problem
The eigenvalue complementarity problem (EiCP) is a kind of very useful model, which is widely used in the study of many problems in mechanics, engineering, and economics. The EiCP was shown to be equivalent to a special nonlinear complementarity problem or a mathematical programming problem with complementarity constraints. The existing methods for solving the EiCP are all nonsmooth methods, in...
متن کاملRegularization Method for Stochastic Mathematical Programs with Complementarity Constraints
In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We ...
متن کاملSmoothing method for mathematical programs with symmetric cone complementarity constraints
In this paper, we consider the mathematical program with symmetric cone complementarity constraints (MPSCCC) in a general form. It includes the mathematical program with second-order-cone complementarity constraints (MPSOCCC) and the mathematical program with complementarity constraints (MPCC). We present a smoothing method which approximates the primal MPSCCC by means of the ChenMangasarian cl...
متن کاملSolving mathematical programs with complementarity constraints as nonlinear programs
We investigate the possibility of solving mathematical programs with complemen tarity constraints MPCCs using algorithms and procedures of smooth nonlinear programming Although MPCCs do not satisfy a constraint quali cation we establish su cient conditions for their Lagrange multiplier set to be nonempty MPCCs that have nonempty Lagrange multiplier sets and that satisfy the quadratic growth con...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: American Journal of Computational Mathematics
سال: 2015
ISSN: 2161-1203,2161-1211
DOI: 10.4236/ajcm.2015.53020