Merit-function piecewise sequential quadratic programming algorithm for mathematical programs with equilibrium constraints

Merit-function piecewise sequential quadratic programming algorithm for mathematical programs with equilibrium constraints

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Article ID: iaor20084160
Country: Netherlands
Volume: 135
Issue: 3
Start Page Number: 623
End Page Number: 641
Publication Date: Dec 2007
Journal: Journal of Optimization Theory and Applications
Authors: ,
Abstract:

We propose a merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (MPEC) formulated as mathematical programs with complementarity constraints. Under mild conditions, the new algorithm is globally convergent to a piecewise stationary point. Moreover, if the partial MPEC linear independence constraint qualification is satisfied at the accumulation point, then the accumulation point is an S-stationary point.

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