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Article Contents

# Globally convergent algorithm for solving stationary points for mathematical programs with complementarity constraints via nonsmooth reformulations

• The purpose of the paper is to develop globally convergent algorithms for solving the popular stationarity systems for mathematical programs with complementarity constraints (MPCC) directly. Since the popular stationarity systems for MPCC contain some unknown index sets, we first present some nonsmooth reformulations for the stationarity systems by removing the unknown index sets and then we propose a Levenberg-Marquardt type method to solve them. Under some regularity conditions, we show that the proposed method is globally and superlinearly convergent. We further report some preliminary numerical results.
Mathematics Subject Classification: Primary: 90C30; Secondary: 90C33.

 Citation:

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