On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

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Article ID: iaor2010183
Volume: 46
Issue: 2
Start Page Number: 217
End Page Number: 232
Publication Date: Feb 2010
Journal: Journal of Global Optimization
Authors: , , ,
Abstract:

In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for the constrained nonconvex optimization reformulation of MPCC. We show that the convergence to a global optimal solution of the problem can be ensured without requiring the boundedness condition of the multipliers.

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