The penalty interior-point method fails to converge
نویسندگان
چکیده
منابع مشابه
The penalty interior-point method fails to converge
Equilibrium equations in the form of complementarity conditions often appear as constraints in optimization problems. Problems of this type are commonly referred to as mathematical programs with complementarity constraints (MPCCs). A popular method for solving MPCCs is the penalty interior-point algorithm (PIPA). This paper presents a small example for which PIPA converges to a nonstationary po...
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2005
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556780500140078