The Penalty Interior Point Method fails to converge for Mathematical Programs with Equilibrium Constraints
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. Article Download View The Penalty Interior Point Method fails to converge for Mathematical Programs with Equilibrium … Read more