References

A SUPERLINEARLY CONVERGENT SSLE ALGORITHM FOR OPTIMIZATION PROBLEMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS


[1] A. Fischer, A special Newton-type optimization method, Optimization 24 (1992), 269-284.

[2] M. Fukushima, Z. Q. Luo and J. S. Pang, A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints, Computational Optimization and Application 10 (1998), 5-34.

[3] Z. Y. Gao, G. P. He and F. Wu, Sequential system of linear equations method with arbitrary initial point, Science in China 27 (1997), 24-33.

[4] H. Jiang, Smooth SQP methods for mathematical programs with nonlinear complementarity constraints, SIAM Journal of Optimization 10 (2000), 779-808.

[5] J. L. Li and J. B. Jian, A superlinearly convergent SSLE algorithm for optimization problems with linear complementarity constraints, Journal of Global Optimization 33 (2005), 477-510.

[6] Z. Q. Luo, J. S. Pang and D. Ralph, Mathematical Programs with Equilibrium Constraints, Cambridge University Press, Cambridge, 1996.

[7] J. V. Outrata and J. Zowe, A number approach to optimization problems with variational inequality constraints, Mathematical Programming 68 (1995), 105-130.

[8] Z. B. Zhu and K. C. Zhang, A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints, Application and Computation 172 (2006), 222-244.