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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Vydáno v:Journal of physics. Conference series Ročník 2289; číslo 1; s. 12019 - 12025
Hlavní autoři: Zhang, Cong, Sun, Limin, Xiao, Ya
Médium: Journal Article
Jazyk:angličtina
Vydáno: Bristol IOP Publishing 01.06.2022
Témata:
Algorithms
Approximation
Mathematical analysis
Mathematical programming
Nonlinear programming
Physics
Smoothing
ISSN:1742-6588, 1742-6596
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Shrnutí: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.
Bibliografie:ObjectType-Article-1
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ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/2289/1/012019