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

文献类型：期刊论文

作者Hao, Chunlin1,2; Liu, Xinwei1
刊名JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
出版日期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
DOI10.3934/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
WOS记录号WOS:000294154800016
出版者AMER INST MATHEMATICAL SCIENCES
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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