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
收藏
页码：559 / 568
页数：10
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