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: | Sun X L, Luo H Z, Xu Y F, Wu H X |
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.