A superlinearly convergent SQP algorithm for mathematical programs with linear complementarity constraints

Applied Mathematics and Computation

Volumn 172, Issue 1, 2006, Pages 222-244

  Zhu, Z B ^a   Zhang, K C ^b  

^a GUILIN UNIVERSITY OF ELECTRONIC TECHNOLOGY   (China)

^b XI'AN JIAOTONG UNIVERSITY   (China)

Author keywords

Global convergence; Mathematical programs with equilibrium constraints; SQP algorithm; Successive approximation; Superlinear convergence rate; System of linear equations

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; NONLINEAR EQUATIONS; OPTIMIZATION;

GLOBAL CONVERGENCE; MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS; SQP ALGORITHM; SUCCESSIVE APPROXIMATION; SUPERLINEAR CONVERGENCE RATE; SYSTEM OF LINEAR EQUATIONS;

LINEAR PROGRAMMING;

EID: 31144451526     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.01.141     Document Type: Article

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