Xinwei Liu

A robust SQP method for mathematical programs with linear complementarity constraints

  • Xinwei Liu
  • Georgia Perakis
  • Jie Sun
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    The relationship between the mathematical program with linear complementarity constraints (MPCC) and its inequality relaxation is studied. A new sequential quadratic programming (SQP) method is presented for solving the MPCC based on this relationship. A certain SQP technique is introduced to deal with the possible infeasibility of quadratic programming subproblems. Global convergence results are derived … Read more

    A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs

  • Xinwei Liu
  • Jie Sun
    • Categories Constrained Nonlinear Optimization Tags , ,

    We present a primal-dual interior-point algorithm of line-search type for nonlinear programs, which uses a new decomposition scheme of sequential quadratic programming. The algorithm can circumvent the convergence difficulties of some existing interior-point methods. Global convergence properties are derived without assuming regularity conditions. The penalty parameter rho in the merit function is updated automatically such … Read more