The penalty interior-point method fails to converge
نویسنده
چکیده
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 point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed.
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 20 شماره
صفحات -
تاریخ انتشار 2005