The penalty interior-point method fails to converge

被引：4

作者：

Leyffer, S ^{[1
]}

机构：

[1] Argonne Natl Lab, Div Math & Comp Sci, Argonne, IL 60439 USA

来源：

OPTIMIZATION METHODS & SOFTWARE | 2005年 / 20卷 / 4-5期

关键词：

nonlinear programming; interior-point methods; PIPA; MPEC; MPCC; equilibrium constraints;

D O I：

10.1080/10556780500140078

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Equilibrium equations in the form of complementarity conditions often appear as constraints in optimization problems. Problems of this type are commonly referred to as mathematical programs with complementarity constraints (MPCCs). A popular method for solving MPCCs is the penalty interior-point algorithm (PIPA). This paper presents an example for which PIPA converges to a nonstationary point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed.

引用

页码：559 / 568

页数：10

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