Volume no :1, Issue no: 3, December 2008

Journal of Mathematical Sciences: Advances and Applications

A PROJECT VARIABLE METRIC ALGORITHM FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS

Author's: Zhibin Zhu, Minglei Fang, and Cong Zhang
Pages: [521] - [532]
Received Date: May 8, 2008
Submitted by: Zhen-Jun Shi

Abstract

By using a complementarity function, the mathematical program with equilibrium constraints (MPEC) problem is transformed into a nonlinear programming, and a new algorithm is proposed for the solution of (MPEC) problem. Under some suitable conditions, the proposed method is proved to possess not only global convergence, but also superlinear convergence rate.

Keywords

mathematical program with equilibrium constraints, project variable metric algorithm, global convergence, superlinear convergence.