Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints
Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints
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DOI：
10.1007/s10957-005-7549-y
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发表时间：
2003
影响因子：
1.9
通讯作者：
G. Lin;M. Fukushima
中科院分区：
文献类型：
--
作者：
G. Lin;M. Fukushima
本文研究了一类带互补约束的数学规划问题。我们的目的是开发的方法，使我们能够计算一个解决方案或一个点与某种平稳的MPCC通过解决有限数量的非线性规划。本文将有效集识别技术应用于光滑延拓方法（参考文献1），提出了一种求解MPCC的混合算法。我们还开发了两个修改：一个使用索引添加策略;另一个采用索引减去策略。我们表明，在合理的假设下，所有提出的算法具有有限终止属性。并给出了进一步的讨论和数值经验
We consider a mathematical program with complementarity constraints (MPCC). Our purpose is to develop methods that enable us to compute a solution or a point with some kind of stationarity to MPCC by solving a finite number of nonlinear programs. We apply an active set identification technique to a smoothing continuation method (Ref. 1) and propose a hybrid algorithm for solving MPCC. We develop also two modifications: one makes use of an index addition strategy; the other adopts an index subtraction strategy. We show that, under reasonable assumptions, all the proposed algorithms possess a finite termination property. Further discussions and numerical experience are given as well