A smoothing Newton algorithm for mathematical programs with complementarity constraints

作者：Huang Zheng Hai^*; Sun Jie

来源：Journal of Industrial and Management Optimization, 2005, 1(2): 153-170.

• mathematical program with complementarity constraints
• B-stationary point
• smoothing algorithm
• global convergence

We propose a smoothing Newton algorithm for solving mathematical programs with complementarity constraints (MPCCS). Under some reasonable conditions, the proposed algorithm is shown to be globally convergent and to generate a B-stationary point of the MPCC. Preliminary numerical results on some MacMPEC problems are reported.

• 出版日期2005-5
• 单位天津大学