A global QP-free algorithm for mathematical programs with complementarity constraints
Abstract In this paper, a primal–dual interior point QP-free algorithm for mathematical programs with complementarity constraints is presented. Firstly, based on Fischer–Burmeister function and smoothing techniques, the investigated problem is approximated by a smooth nonlinear constrained optimizat...
| Päätekijät: | , |
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| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
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SpringerOpen
2020-08-01
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| Sarja: | Journal of Inequalities and Applications |
| Aiheet: | |
| Linkit: | http://link.springer.com/article/10.1186/s13660-020-02479-6 |
| _version_ | 1831802521291587584 |
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| author | Jian Ling Li Qi Zhang |
| author_facet | Jian Ling Li Qi Zhang |
| author_sort | Jian Ling Li |
| collection | DOAJ |
| description | Abstract In this paper, a primal–dual interior point QP-free algorithm for mathematical programs with complementarity constraints is presented. Firstly, based on Fischer–Burmeister function and smoothing techniques, the investigated problem is approximated by a smooth nonlinear constrained optimization problem. Secondly, combining with an effective penalty function technique and working set, a QP-free algorithm is proposed to solve the smooth constrained optimization problem. At each iteration, only two reduced linear equations with the same coefficient matrix are solved to obtain the search direction. Under some mild conditions, the proposed algorithm possesses global convergence. Finally, some numerical results are reported. |
| first_indexed | 2024-12-22T18:36:13Z |
| format | Article |
| id | doaj.art-d24a061d8d96453a977a48cfa1cc4c8a |
| institution | Directory Open Access Journal |
| issn | 1029-242X |
| language | English |
| last_indexed | 2024-12-22T18:36:13Z |
| publishDate | 2020-08-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Journal of Inequalities and Applications |
| spelling | doaj.art-d24a061d8d96453a977a48cfa1cc4c8a2022-12-21T18:16:48ZengSpringerOpenJournal of Inequalities and Applications1029-242X2020-08-012020112410.1186/s13660-020-02479-6A global QP-free algorithm for mathematical programs with complementarity constraintsJian Ling Li0Qi Zhang1College of Mathematics and Information Science, Guangxi UniversityCollege of Mathematics and Information Science, Guangxi UniversityAbstract In this paper, a primal–dual interior point QP-free algorithm for mathematical programs with complementarity constraints is presented. Firstly, based on Fischer–Burmeister function and smoothing techniques, the investigated problem is approximated by a smooth nonlinear constrained optimization problem. Secondly, combining with an effective penalty function technique and working set, a QP-free algorithm is proposed to solve the smooth constrained optimization problem. At each iteration, only two reduced linear equations with the same coefficient matrix are solved to obtain the search direction. Under some mild conditions, the proposed algorithm possesses global convergence. Finally, some numerical results are reported.http://link.springer.com/article/10.1186/s13660-020-02479-6Complementarity constraintsWorking setQP-free algorithmGlobal convergence |
| spellingShingle | Jian Ling Li Qi Zhang A global QP-free algorithm for mathematical programs with complementarity constraints Journal of Inequalities and Applications Complementarity constraints Working set QP-free algorithm Global convergence |
| title | A global QP-free algorithm for mathematical programs with complementarity constraints |
| title_full | A global QP-free algorithm for mathematical programs with complementarity constraints |
| title_fullStr | A global QP-free algorithm for mathematical programs with complementarity constraints |
| title_full_unstemmed | A global QP-free algorithm for mathematical programs with complementarity constraints |
| title_short | A global QP-free algorithm for mathematical programs with complementarity constraints |
| title_sort | global qp free algorithm for mathematical programs with complementarity constraints |
| topic | Complementarity constraints Working set QP-free algorithm Global convergence |
| url | http://link.springer.com/article/10.1186/s13660-020-02479-6 |
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