On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints

被引：0
|
作者：
H. Z. Luo
X. L. Sun
Y. F. Xu
H. X. Wu
机构：
[1] Fudan University,Department of Management Science, School of Management
[2] Zhejiang University of Technology,Department of Applied Mathematics
[3] Hangzhou Dianzi University,Department of Mathematics
来源：
Journal of Global Optimization | 2010年 / 46卷
关键词：
Mathematical program with complementarity constraints; Modified augmented Lagrangian methods; Nonconvex constrained optimization; Convergence to global solution;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for the constrained nonconvex optimization reformulation of MPCC. We show that the convergence to a global optimal solution of the problem can be ensured without requiring the boundedness condition of the multipliers.
引用
收藏
页码：217 / 232
页数：15
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