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

  • Sven Leyffer
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization Tags , , , , , 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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