April  2005, 1(2): 153-170. doi: 10.3934/jimo.2005.1.153

A smoothing Newton algorithm for mathematical programs with complementarity constraints

1. 

Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, P.R., China

2. 

Department of Decision Sciences, National University of Singapore, Singapore 119260, Republic of Singapore

Received  September 2004 Revised  November 2004 Published  April 2005

We propose a smoothing Newton algorithm for solving mathematical programs with complementarity constraints (MPCCs). Under some reasonable conditions, the proposed algorithm is shown to be globally convergent and to generate a $B$-stationary point of the MPCC. Preliminary numerical results on some MacMPEC problems are reported.
Citation: Zheng-Hai Huang, Jie Sun. A smoothing Newton algorithm for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2005, 1 (2) : 153-170. doi: 10.3934/jimo.2005.1.153
[1]

Yi Zhang, Liwei Zhang, Jia Wu. On the convergence properties of a smoothing approach for mathematical programs with symmetric cone complementarity constraints. Journal of Industrial & Management Optimization, 2018, 14 (3) : 981-1005. doi: 10.3934/jimo.2017086

[2]

Lei Guo, Gui-Hua Lin. Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations. Journal of Industrial & Management Optimization, 2013, 9 (2) : 305-322. doi: 10.3934/jimo.2013.9.305

[3]

Jie Zhang, Shuang Lin, Li-Wei Zhang. A log-exponential regularization method for a mathematical program with general vertical complementarity constraints. Journal of Industrial & Management Optimization, 2013, 9 (3) : 561-577. doi: 10.3934/jimo.2013.9.561

[4]

X. X. Huang, D. Li, Xiaoqi Yang. Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2006, 2 (3) : 287-296. doi: 10.3934/jimo.2006.2.287

[5]

Zheng-Hai Huang, Shang-Wen Xu. Convergence properties of a non-interior-point smoothing algorithm for the P*NCP. Journal of Industrial & Management Optimization, 2007, 3 (3) : 569-584. doi: 10.3934/jimo.2007.3.569

[6]

Tim Hoheisel, Christian Kanzow, Alexandra Schwartz. Improved convergence properties of the Lin-Fukushima-Regularization method for mathematical programs with complementarity constraints. Numerical Algebra, Control & Optimization, 2011, 1 (1) : 49-60. doi: 10.3934/naco.2011.1.49

[7]

Jianling Li, Chunting Lu, Youfang Zeng. A smooth QP-free algorithm without a penalty function or a filter for mathematical programs with complementarity constraints. Numerical Algebra, Control & Optimization, 2015, 5 (2) : 115-126. doi: 10.3934/naco.2015.5.115

[8]

Chunlin Hao, Xinwei Liu. Global convergence of an SQP algorithm for nonlinear optimization with overdetermined constraints. Numerical Algebra, Control & Optimization, 2012, 2 (1) : 19-29. doi: 10.3934/naco.2012.2.19

[9]

Zheng-Hai Huang, Nan Lu. Global and global linear convergence of smoothing algorithm for the Cartesian $P_*(\kappa)$-SCLCP. Journal of Industrial & Management Optimization, 2012, 8 (1) : 67-86. doi: 10.3934/jimo.2012.8.67

[10]

Michal Kočvara, Jiří V. Outrata. Inverse truss design as a conic mathematical program with equilibrium constraints. Discrete & Continuous Dynamical Systems - S, 2017, 10 (6) : 1329-1350. doi: 10.3934/dcdss.2017071

[11]

Gui-Hua Lin, Masao Fukushima. A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. Journal of Industrial & Management Optimization, 2005, 1 (1) : 99-122. doi: 10.3934/jimo.2005.1.99

[12]

Yongchao Liu. Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints. Numerical Algebra, Control & Optimization, 2018, 8 (4) : 451-460. doi: 10.3934/naco.2018028

[13]

Xiao-Hong Liu, Wei-Zhe Gu. Smoothing Newton algorithm based on a regularized one-parametric class of smoothing functions for generalized complementarity problems over symmetric cones. Journal of Industrial & Management Optimization, 2010, 6 (2) : 363-380. doi: 10.3934/jimo.2010.6.363

[14]

Xi-De Zhu, Li-Ping Pang, Gui-Hua Lin. Two approaches for solving mathematical programs with second-order cone complementarity constraints. Journal of Industrial & Management Optimization, 2015, 11 (3) : 951-968. doi: 10.3934/jimo.2015.11.951

[15]

Chunlin Hao, Xinwei Liu. A trust-region filter-SQP method for mathematical programs with linear complementarity constraints. Journal of Industrial & Management Optimization, 2011, 7 (4) : 1041-1055. doi: 10.3934/jimo.2011.7.1041

[16]

Liping Pang, Na Xu, Jian Lv. The inexact log-exponential regularization method for mathematical programs with vertical complementarity constraints. Journal of Industrial & Management Optimization, 2019, 15 (1) : 59-79. doi: 10.3934/jimo.2018032

[17]

Xiantao Xiao, Jian Gu, Liwei Zhang, Shaowu Zhang. A sequential convex program method to DC program with joint chance constraints. Journal of Industrial & Management Optimization, 2012, 8 (3) : 733-747. doi: 10.3934/jimo.2012.8.733

[18]

Yu-Lin Chang, Jein-Shan Chen, Jia Wu. Proximal point algorithm for nonlinear complementarity problem based on the generalized Fischer-Burmeister merit function. Journal of Industrial & Management Optimization, 2013, 9 (1) : 153-169. doi: 10.3934/jimo.2013.9.153

[19]

Jie Zhang, Yue Wu, Liwei Zhang. A class of smoothing SAA methods for a stochastic linear complementarity problem. Numerical Algebra, Control & Optimization, 2012, 2 (1) : 145-156. doi: 10.3934/naco.2012.2.145

[20]

Yong Duan, Jian-Guo Liu. Convergence analysis of the vortex blob method for the $b$-equation. Discrete & Continuous Dynamical Systems - A, 2014, 34 (5) : 1995-2011. doi: 10.3934/dcds.2014.34.1995

2017 Impact Factor: 0.994

Metrics

  • PDF downloads (4)
  • HTML views (0)
  • Cited by (4)

Other articles
by authors

[Back to Top]