A UV-Decomposed Method for Solving an MPEC Problem

SHAN Feng; PANG Li-ping; ZHU Li-mei; XIA Zun-quan

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Article Navigation > Applied Mathematics and Mechanics > 2008 > 29(4): 483-488

SHAN Feng, PANG Li-ping, ZHU Li-mei, XIA Zun-quan. A UV-Decomposed Method for Solving an MPEC Problem[J]. Applied Mathematics and Mechanics, 2008, 29(4): 483-488.

Citation:

SHAN Feng, PANG Li-ping, ZHU Li-mei, XIA Zun-quan. A UV-Decomposed Method for Solving an MPEC Problem[J]. Applied Mathematics and Mechanics, 2008, 29(4): 483-488.

Citation:

SHAN Feng, PANG Li-ping, ZHU Li-mei, XIA Zun-quan. A UV-Decomposed Method for Solving an MPEC Problem[J]. Applied Mathematics and Mechanics, 2008, 29(4): 483-488.

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A UV-Decomposed Method for Solving an MPEC Problem

1.
School of Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang 110136, P. R. China;

Received Date: 2007-09-18
Rev Recd Date: 2008-02-28
Publish Date: 2008-04-15

Abstract

Abstract

A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one,and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given.Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained.
- nonsmooth optimization,
- nonlinear programming,
- subdifferential,
- UV-decomposition,
- U-Lagrangian,
- MPEC problem

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References(6)

References

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