A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS

doi:10.3934/jimo.2011.7.1041

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	A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS
	Hao, Chunlin 1,2; Liu, Xinwei 1
	2011-11-01
发表期刊	JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
ISSN	1547-5816
卷号	7 期号:4 页码:1041-1055
摘要	A trust-region filter-SQP method for mathematical programs with linear complementarity constraints (MPLCCs) is presented. The method is similar to that proposed by Liu, Perakis and Sun [Computational Optimization and Applications, 34, 5-33, 2006] but it solves the trust-region quadratic programming subproblems at each iteration and uses the filter technique to promote the global convergence. As a result, the method here is more robust since it admits the use of Lagrangian Hessian information and its performance is not affected by any penalty parameter. The preliminary numerical results on test problems generated by the QPECgen generator show that the presented method is effective.
关键词	Mathematical program with linear complementarity constraints filter-SQP trust-region method
DOI	10.3934/jimo.2011.7.1041
语种	英语
资助项目	NSFC[10971047] ; Hebei NSF[A2010000011]
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
WOS类目	Engineering, Multidisciplinary ; Operations Research & Management Science ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000294154800016
出版者	AMER INST MATHEMATICAL SCIENCES
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11894
专题	中国科学院数学与系统科学研究院
通讯作者	Hao, Chunlin
作者单位	1.Hebei Univ Technol, Dept Appl Math, Tianjin 300401, Peoples R China 2.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Hao, Chunlin,Liu, Xinwei. A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS[J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,2011,7(4):1041-1055.
APA	Hao, Chunlin,&Liu, Xinwei.(2011).A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS.JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION,7(4),1041-1055.
MLA	Hao, Chunlin,et al."A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS".JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 7.4(2011):1041-1055.