A TRUST-REGION FILTER-SQP METHOD FOR MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS | |
Hao, Chunlin1,2; Liu, Xinwei1 | |
刊名 | JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
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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 |
DOI | 10.3934/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 |
出版者 | AMER INST MATHEMATICAL SCIENCES |
WOS记录号 | WOS:000294154800016 |
内容类型 | 期刊论文 |
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. |
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