A New Extreme Point Algorithm and Its Application in PSQP Algorithms for Solving Mathematical Programs with Linear Complementarity Constraints

A New Extreme Point Algorithm and Its Application in PSQP Algorithms for Solving Mathematical Programs with Linear Complementarity Constraints

In this paper, we present a new extreme point algorithm to solve a mathematical program with linear complementarity constraints without requiring the upper level objective function of the problem to be concave. Furthermore, we introduce this extreme point algorithm into piecewise sequential quadrati...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of global optimization 2001-04, Vol.19 (4), p.345
Hauptverfasser: Zhang, Jianzhong, Liu, Guoshan
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Quadratic programming
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:In this paper, we present a new extreme point algorithm to solve a mathematical program with linear complementarity constraints without requiring the upper level objective function of the problem to be concave. Furthermore, we introduce this extreme point algorithm into piecewise sequential quadratic programming (PSQP) algorithms. Numerical experiments show that the new algorithm is efficient in practice.
ISSN:0925-5001
1573-2916
DOI:10.1023/A:1011226232107