The Penalty Interior Point Method fails to converge for Mathematical Programs with Equilibrium Constraints

Published: 2002/05/09

Complementarity and Variational Inequalities, Constrained Nonlinear Optimization equilibrium constraints, interior point methods, mpcc, mpec, nonlinear programming, pipa Short URL: https://optimization-online.org/?p=8832

This paper presents a small example for which the Penalty Interior Point Method converges to a non-stationary point. The reasons for this adverse behaviour are discussed.

Citation

Numerical Analysis Report NA/208, Department of Mathematics, University of Dundee, February 2002.

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