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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Bibliographic Details
Published in:Journal of physics. Conference series Vol. 2289; no. 1; pp. 12019 - 12025
Main Authors: Zhang, Cong, Sun, Limin, Xiao, Ya
Format: Journal Article
Language:English
Published: Bristol IOP Publishing 01.06.2022
Subjects:
Algorithms
Approximation
Mathematical analysis
Mathematical programming
Nonlinear programming
Physics
Smoothing
ISSN:1742-6588, 1742-6596
Online Access:Get full text
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Summary: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