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An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
2008
SIAM Journal on Optimization
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC linear independence constraint qualification (MPCC-LICQ) and the standard second-order sufficient condition (SOSC) for optimality. Under MPCC-LICQ, this SOSC is equivalent to the piecewise SOSC on branches of MPCC, which is weaker than the special MPCC-SOSC often employed in the literature. The piecewise SOSC is also
doi:10.1137/070690882
fatcat:hmf3m7haqfcxnhsczao6mxemwu