Local convergence of SQP methods for mathematical programs with equilibrium constraints

SIAM Journal on Optimization

Volumn 17, Issue 1, 2007, Pages 259-286

  Fletcher, Roger ^a   Leyffer, Sven ^b   Ralph, Danny ^c   Scholtes, Stefan ^c  

^a UNIVERSITY OF DUNDEE   (United Kingdom)

^b ARGONNE NATIONAL LABORATORY   (United States)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Equilibrium constraints; Mathematical programs with complementarity constraints (MPCC); Mathematical programs with equilibrium constraints (MPEC); Nonlinear programming; Sequential quadratic programming (SQP)

Indexed keywords

EQUILIBRIUM CONSTRAINTS; MATHEMATICAL PROGRAMS WITH COMPLEMENTARITY CONSTRAINTS (MPCC); MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS (MPEC); SEQUENTIAL QUADRATIC PROGRAMMING (SQP);

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; NUMBER THEORY; PROBLEM SOLVING;

QUADRATIC PROGRAMMING;

EID: 33847137722     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623402407382     Document Type: Article

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