Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints

Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints

Generalized stationary points of the mathematical program with equilibrium constraints (MPEC) are studied to better describe the limit points produced by interior point methods for MPEC. A primal-dual interior-point method is then proposed, which solves a sequence of relaxed barrier problems derived...

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Bibliographic Details
Main Authors: Liu, X., Sun, Jie
Format: Journal Article
Language:English
Published: Springer 2004
Subjects:
Science & Technology
Technology
Physical Sciences
Computer Science, Software Engineering
Operations Research & Management Science
Mathematics, Applied
Computer Science
Mathematics
global convergence
interior-point methods
mathematical programming with equilibrium constraints
stationary point
VARIATIONAL INEQUALITY CONSTRAINTS
LINEAR COMPLEMENTARITY CONSTRAINTS
OPTIMIZATION PROBLEMS
BILEVEL
ALGORITHM
CONVERGENCE
OPTIMALITY
Online Access:http://hdl.handle.net/20.500.11937/91445

Internet

http://hdl.handle.net/20.500.11937/91445

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