Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints
| Autor: | Y. F. Xu, Xiaoxi Sun, H. Z. Luo |
|---|---|
| Rok vydání: | 2010 |
| Předmět: |
Mathematical optimization
Control and Optimization Augmented Lagrangian method Applied Mathematics Constrained optimization Management Science and Operations Research Complementarity (physics) symbols.namesake Complementarity theory Algorithmics Lagrange multiplier Theory of computation symbols Mathematics |
| Zdroj: | Journal of Optimization Theory and Applications. 145:489-506 |
| ISSN: | 1573-2878 0022-3239 |
| Popis: | We present new convergence properties of partially augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Four modified partially augmented Lagrangian methods for MPCC based on different algorithmic strategies are proposed and analyzed. We show that the convergence of the proposed methods to a B-stationary point of MPCC can be ensured without requiring the boundedness of the multipliers. |
| Databáze: | OpenAIRE |
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