An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
In [M. Fukushima and P. Tseng, SIAM J. Optim., 12 (2002), pp. 724-739], an ε-active set algorithm was proposed for solving a mathematical program with a smooth objective function and linear inequality/complementarity constraints. It is asserted therein that, under a uniform LICQ on the ε-feasible se...
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| Published in: | SIAM journal on optimization Vol. 17; no. 4; pp. 1253 - 1257 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
01.01.2007
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| Subjects: | |
| ISSN: | 1052-6234, 1095-7189 |
| Online Access: | Get full text |
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| Summary: | In [M. Fukushima and P. Tseng, SIAM J. Optim., 12 (2002), pp. 724-739], an ε-active set algorithm was proposed for solving a mathematical program with a smooth objective function and linear inequality/complementarity constraints. It is asserted therein that, under a uniform LICQ on the ε-feasible set, this algorithm generates iterates whose cluster points are B-stationary points of the problem. However, the proof has a gap and shows only that each cluster point is an M-stationary point. We discuss this gap and show that B-stationarity can be achieved if the algorithm is modified and an additional error bound condition holds. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 content type line 14 |
| ISSN: | 1052-6234 1095-7189 |
| DOI: | 10.1137/050642460 |