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

doi:10.3934/jimo.2011.7.1041

	A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS
	Hao, Chunlin 1,2; Liu, Xinwei 1
刊名	JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
	2011-11-01
卷号	7 期号:4 页码:1041-1055
关键词	Mathematical program with linear complementarity constraints filter-SQP trust-region method
ISSN号	1547-5816
DOI	10.3934/jimo.2011.7.1041
英文摘要	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.
资助项目	NSFC[10971047] ; Hebei NSF[A2010000011]
WOS研究方向	Engineering ; Operations Research & Management Science ; Mathematics
语种	英语
出版者	AMER INST MATHEMATICAL SCIENCES
WOS记录号	WOS:000294154800016
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/11893]
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.