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- Title
Convergence Properties of Modified and Partially-Augmented Lagrangian Methods for Mathematical Programs with Complementarity Constraints.
- Authors
Luo, H.; Sun, X.; Xu, Y.
- Abstract
We present new convergence properties of partially augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Four modified partially augmented Lagrangian methods for MPCC based on different algorithmic strategies are proposed and analyzed. We show that the convergence of the proposed methods to a B-stationary point of MPCC can be ensured without requiring the boundedness of the multipliers.
- Subjects
LAGRANGIAN functions; EQUATIONS; ALGORITHMS; STOCHASTIC convergence; DYNAMICS
- Publication
Journal of Optimization Theory & Applications, 2010, Vol 145, Issue 3, p489
- ISSN
0022-3239
- Publication type
Article
- DOI
10.1007/s10957-009-9642-0