NDLI: Partial Augmented Lagrangian Method and Mathematical Programs with Complementarity Constraints

Content Provider	Springer Nature Link
Author	Huang, X. X. Yang, X. Q. Teo, K. L.
Copyright Year	2006
Abstract	In this paper, we apply a partial augmented Lagrangian method to mathematical programs with complementarity constraints (MPCC). Specifically, only the complementarity constraints are incorporated into the objective function of the augmented Lagrangian problem while the other constraints of the original MPCC are retained as constraints in the augmented Lagrangian problem. We show that the limit point of a sequence of points that satisfy second-order necessary conditions of the partial augmented Lagrangian problems is a strongly stationary point (hence a B-stationary point) of the original MPCC if the limit point is feasible to MPCC, the linear independence constraint qualification for MPCC and the upper level strict complementarity condition hold at the limit point. Furthermore, this limit point also satisfies a second-order necessary optimality condition of MPCC. Numerical experiments are done to test the computational performances of several methods for MPCC proposed in the literature.
Starting Page	235
Ending Page	254
Page Count	20
File Format	PDF
ISSN	09255001
Journal	Journal of Global Optimization
Volume Number	35
Issue Number	2
e-ISSN	15732916
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	2006-01-01
Publisher Place	Dordrecht
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	B-stationarity constraint qualification mathematical programs with complementarity constraints optimality conditions partial augmented Lagrangian method Computer Science Real Functions Optimization Operations Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Applied Mathematics Management Science and Operations Research Business, Management and Accounting Computer Science Applications

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