A smoothing Newton algorithm for mathematical programs with complementarity constraints

Zheng-Hai Huang; Jie Sun

doi:10.3934/jimo.2005.1.153

Article Contents

2005, Volume 1, Issue 2: 153-170. Doi: 10.3934/jimo.2005.1.153

This issue Previous Article Biography of Professor Jiye Han Next Article trust region method for nonsmooth convex optimization

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.
2.
Department of Decision Sciences, National University of Singapore, Singapore 119260, Republic of Singapore

Received: August 31, 2004

Revised: October 31, 2004

Published: March 2005

Abstract Related Papers Cited by

Abstract

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:

mathematical program with complementarity constraints,
B-stationary point,
smoothing algorithm,
global convergence.

Mathematics Subject Classification: Primary 90C30, 90C33, 65K10.

Citation:

Article Metrics

HTML views() PDF downloads(72) Cited by(0)

A smoothing Newton algorithm for mathematical programs with complementarity constraints

Abstract

Access History

Article Metrics

Access History

Other Articles By Authors

Catalog

A smoothing Newton algorithm for mathematical programs with complementarity constraints

Abstract

Access History

SHARE

Article Metrics

Access History

Other Articles By Authors

Catalog

Export File

Citation

Format

Content