A globally convergent algorithm for MPCC

We propose a penalty formulation based on the new regularization scheme for mathematical programs with complementarity constraints (MPCCs). We present an active set method which solves a sequence of penalty-regularized problems. We study global convergence properties of the method under the MPCC-lin...

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Autores principales:	Abdeslam Kadrani, JeanPierre Dussault, Abdelhamid Benchakroun
Formato:	article
Lenguaje:	EN
Publicado:	Elsevier 2015
Materias:	49M37 90C33 90C52 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
Acceso en línea:	https://doaj.org/article/fb5f8a11e4af44cf89cd48f14e647243
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spelling	oai:doaj.org-article:fb5f8a11e4af44cf89cd48f14e6472432021-12-02T05:00:45ZA globally convergent algorithm for MPCC2192-440610.1007/s13675-015-0044-9https://doaj.org/article/fb5f8a11e4af44cf89cd48f14e6472432015-09-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2192440621000472https://doaj.org/toc/2192-4406We propose a penalty formulation based on the new regularization scheme for mathematical programs with complementarity constraints (MPCCs). We present an active set method which solves a sequence of penalty-regularized problems. We study global convergence properties of the method under the MPCC-linear independence constraint qualification. In particular, any accumulation point of the generated iterates is a strong stationary point if the penalty parameter is bounded. Otherwise, the convergence to points having a certain stationarity property is established. A strategy for updating the penalty parameter is proposed and numerical results on a collection of test problems are reported.Abdeslam KadraniJeanPierre DussaultAbdelhamid BenchakrounElsevierarticle49M3790C3390C52Applied mathematics. Quantitative methodsT57-57.97Electronic computers. Computer scienceQA75.5-76.95ENEURO Journal on Computational Optimization, Vol 3, Iss 3, Pp 263-296 (2015)
institution	DOAJ
collection	DOAJ
language	EN
topic	49M37 90C33 90C52 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
spellingShingle	49M37 90C33 90C52 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95 Abdeslam Kadrani JeanPierre Dussault Abdelhamid Benchakroun A globally convergent algorithm for MPCC
description	We propose a penalty formulation based on the new regularization scheme for mathematical programs with complementarity constraints (MPCCs). We present an active set method which solves a sequence of penalty-regularized problems. We study global convergence properties of the method under the MPCC-linear independence constraint qualification. In particular, any accumulation point of the generated iterates is a strong stationary point if the penalty parameter is bounded. Otherwise, the convergence to points having a certain stationarity property is established. A strategy for updating the penalty parameter is proposed and numerical results on a collection of test problems are reported.
format	article
author	Abdeslam Kadrani JeanPierre Dussault Abdelhamid Benchakroun
author_facet	Abdeslam Kadrani JeanPierre Dussault Abdelhamid Benchakroun
author_sort	Abdeslam Kadrani
title	A globally convergent algorithm for MPCC
title_short	A globally convergent algorithm for MPCC
title_full	A globally convergent algorithm for MPCC
title_fullStr	A globally convergent algorithm for MPCC
title_full_unstemmed	A globally convergent algorithm for MPCC
title_sort	globally convergent algorithm for mpcc
publisher	Elsevier
publishDate	2015
url	https://doaj.org/article/fb5f8a11e4af44cf89cd48f14e647243
work_keys_str_mv	AT abdeslamkadrani agloballyconvergentalgorithmformpcc AT jeanpierredussault agloballyconvergentalgorithmformpcc AT abdelhamidbenchakroun agloballyconvergentalgorithmformpcc AT abdeslamkadrani globallyconvergentalgorithmformpcc AT jeanpierredussault globallyconvergentalgorithmformpcc AT abdelhamidbenchakroun globallyconvergentalgorithmformpcc
_version_	1718400868280172544

A globally convergent algorithm for MPCC

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