A Generalized Projetion Gradient Algorithm for Mathematical Programs with Complementary Constraints

Against the shortcomings that many existing algorithms for solving the standard smoothing nonlinear programming would fail if they were used directly to solve the mathematical programs with complementary constraints( MPCC). By using a complementarity function and the idea of smoothing approximation...

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Veröffentlicht in:Journal of physics. Conference series Jg. 2289; H. 1; S. 12019 - 12025
Hauptverfasser: Zhang, Cong, Sun, Limin, Xiao, Ya
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Bristol IOP Publishing 01.06.2022
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ISSN:1742-6588, 1742-6596
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Zusammenfassung:Against the shortcomings that many existing algorithms for solving the standard smoothing nonlinear programming would fail if they were used directly to solve the mathematical programs with complementary constraints( MPCC). By using a complementarity function and the idea of smoothing approximation method, the MPCC problem was transformed into a smoothing nonlinear programming. Combined with the supermemory gradient idea, a generalized projection gradient algorithm is proposed and its global convergence is obtained.
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ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/2289/1/012019