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Merit-Function Piecewise SQP Algorithm for Mathematical Programs with Equilibrium Constraints

Author

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  • G. S. Liu

    (Renmin University)

  • J. J. Ye

    (University of Victoria)

Abstract

We propose a merit-function piecewise SQP algorithm for mathematical programs with equilibrium constraints (MPEC) formulated as mathematical programs with complementarity constraints. Under mild conditions, the new algorithm is globally convergent to a piecewise stationary point. Moreover, if the partial MPEC linear independence constraint qualification (LICQ) is satisfied at the accumulation point, then the accumulation point is an S-stationary point.

Suggested Citation

  • G. S. Liu & J. J. Ye, 2007. "Merit-Function Piecewise SQP Algorithm for Mathematical Programs with Equilibrium Constraints," Journal of Optimization Theory and Applications, Springer, vol. 135(3), pages 623-641, December.
    • Handle: RePEc:spr:joptap:v:135:y:2007:i:3:d:10.1007_s10957-007-9265-2
    DOI: 10.1007/s10957-007-9265-2
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    References listed on IDEAS

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    1. Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
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    Cited by:

    1. Hoai An Thi & Thi Minh Tam Nguyen & Tao Pham Dinh, 2023. "On solving difference of convex functions programs with linear complementarity constraints," Computational Optimization and Applications, Springer, vol. 86(1), pages 163-197, September.

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