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: | Liu G.S., Ye J.J. |
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.