Please use this identifier to cite or link to this item: https://doi.org/10.1007/s10589-005-3075-y
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dc.titleA robust SQP method for mathematical programs with linear complementarity constraints
dc.contributor.authorLiu, X.
dc.contributor.authorPerakis, G.
dc.contributor.authorSun, J.
dc.date.accessioned2013-10-09T06:18:13Z
dc.date.available2013-10-09T06:18:13Z
dc.date.issued2006
dc.identifier.citationLiu, X., Perakis, G., Sun, J. (2006). A robust SQP method for mathematical programs with linear complementarity constraints. Computational Optimization and Applications 34 (1) : 5-33. ScholarBank@NUS Repository. https://doi.org/10.1007/s10589-005-3075-y
dc.identifier.issn09266003
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44190
dc.description.abstractThe relationship between the mathematical program with linear complementarity constraints (MPLCC) and its inequality relaxation is studied. Based on this relationship, a new sequential quadratic programming (SQP) method is presented for solving the MPLCC. A certain SQP technique is introduced to deal with the possible inreasibility of quadratic programming subproblems. Global convergence results are derived without assuming the linear independence constraint qualification tor MPEC, the nondegeneracy condition, and any feasibility condition of the quadratic programming subproblems. Preliminary numerical results are reported. © 2005 Springer Science + Business Media, Inc. Manufactured in The Netherlands.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s10589-005-3075-y
dc.sourceScopus
dc.subjectComplementarity
dc.subjectConstraint qualification
dc.subjectMathematical programs with equilibrium constraints
dc.subjectNondegeneracy
dc.subjectSequential quadratic programming
dc.typeArticle
dc.contributor.departmentSINGAPORE-MIT ALLIANCE
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1007/s10589-005-3075-y
dc.description.sourcetitleComputational Optimization and Applications
dc.description.volume34
dc.description.issue1
dc.description.page5-33
dc.description.codenCPPPE
dc.identifier.isiut000237339300001
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