Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints
Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints
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DOI：
10.1007/s10957-009-9642-0
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发表时间：
2010-01
影响因子：
1.9
通讯作者：
H. Z. Luo;Xiaoxi Sun;Y. F. Xu
中科院分区：
文献类型：
--
作者：
H. Z. Luo;Xiaoxi Sun;Y. F. Xu
给出了具有互补约束的数学规划的部分增广拉格朗日方法的新的收敛性质。提出并分析了基于不同算法策略的四种改进的MPCC部分增广拉格朗日方法。我们证明了所提出的方法可以保证收敛到MPCC的b平稳点，而不需要乘法器的有界性。
We present new convergence properties of partially augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Four modified partially augmented Lagrangian methods for MPCC based on different algorithmic strategies are proposed and analyzed. We show that the convergence of the proposed methods to a B-stationary point of MPCC can be ensured without requiring the boundedness of the multipliers.