equilibrium constraints – Page 2

Local convergence of SQP methods for Mathematical Programs with Equilibrium Constraints

Published: 2002/05/09, Updated: 2002/05/29

Complementarity and Variational Inequalities, Constrained Nonlinear Optimization equilibrium constraints, mpcc, mpec, nonlinear programming, sequential quadratic programming

Recently, it has been shown that Nonlinear Programming solvers can successfully solve a range of Mathematical Programs with Equilibrium Constraints (MPECs). In particular, Sequential Quadratic Programming (SQP) methods have been very successful. This paper examines the local convergence properties of SQP methods applied to MPECs. It is shown that SQP converges superlinearly under reasonable assumptions … Read more