Result: A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
Title:
A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
Authors:
Source:
Numerische Mathematik. 98(3):539-558
Publisher Information:
Berlin; Heidelberg; New York, NY: Springer, 2004.
Publication Year:
2004
Physical Description:
print, 22 ref
Original Material:
INIST-CNRS
Subject Terms:
Mathematics, Mathématiques, Mechanics acoustics, Mécanique et acoustique, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Algorithme recherche, Search algorithm, Algoritmo búsqueda, Analyse numérique, Numerical analysis, Análisis numérico, Méthode optimisation, Optimization method, Método optimización, Optimisation sous contrainte, Constrained optimization, Optimización con restricción, Performance algorithme, Algorithm performance, Resultado algoritmo, Problème complémentarité linéaire, Linear complementarity problem, Problema complementariedad lineal, Programmation mathématique, Mathematical programming, Programación matemática
Document Type:
Academic journal
Article
File Description:
text
Language:
English
Author Affiliations:
Department of Mathematics, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong-Kong
School of Business, Renmin University of China, Beijing 100872, China
Institute of Systems Science, Chinese Academy of Sciences, Beijing 100080, China
School of Business, Renmin University of China, Beijing 100872, China
Institute of Systems Science, Chinese Academy of Sciences, Beijing 100080, China
ISSN:
0029-599X
Rights:
Copyright 2004 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Operational research. Management
Operational research. Management
Accession Number:
edscal.16128428
Database:
PASCAL Archive
Further Information
In this paper, we propose a new algorithm for solving mathematical programs with linear complementarity constraints. The algorithm uses a method of approximately active search and introduces the idea of acceptable descent face. The main advantage of the new algorithm is that it is globally convergent without requiring strong assumptions such as nondegeneracy or linear independence condition. Numerical results are presented to show the effectiveness of the algorithm.