American Institute of Mathematical Sciences

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

A smoothing Newton algorithm for mathematical programs with complementarity constraints

Zheng-Hai Huang 1, and  Jie Sun 2,

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.
Keywords: global convergence., mathematical program with complementarity constraints, B-stationary point, smoothing algorithm.
Mathematics Subject Classification: Primary 90C30, 90C33, 65K1.
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
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