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A UV-decomposed method for solving an MPEC problem
Alternative TitleA UV-decomposed method for solving an MPEC problem
Shan Feng1; Pang Liping2; Zhu Limei1; Xia Zunquan2
2008
Source PublicationAPPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION
ISSN0253-4827
Volume29Issue:4Pages:535-540
AbstractA UV-decomposition method for solving a mathematical program with equilibrium constraints (MPEC) problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its U-decomposition are given. A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.
Other AbstractA UV-decomposition method for solving a mathematical program with equilibrium constraints(MPEC)problem with linear complementarity constraints is presented.The problem is first converted into a nonlinear programming one.The structure of subdifierential a corresponding penalty function and refults of its UV-decomposition are given.A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.
Keywordnonsmooth optimization nonlinear programming subdifferential UV-decomposition U-Lagrangian MPEC problem
Indexed ByCSCD
Language英语
CSCD IDCSCD:3316550
Citation statistics
Document Type期刊论文
Identifierhttp://ir.imr.ac.cn/handle/321006/152525
Collection中国科学院金属研究所
Affiliation1.中国科学院金属研究所
2.大连大学
Recommended Citation
GB/T 7714
Shan Feng,Pang Liping,Zhu Limei,et al. A UV-decomposed method for solving an MPEC problem[J]. APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION,2008,29(4):535-540.
APA Shan Feng,Pang Liping,Zhu Limei,&Xia Zunquan.(2008).A UV-decomposed method for solving an MPEC problem.APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION,29(4),535-540.
MLA Shan Feng,et al."A UV-decomposed method for solving an MPEC problem".APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION 29.4(2008):535-540.
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