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A UV-decomposed method for solving an MPEC problem

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    1. School of Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang 110136, P. R. China;
    2. CORA, Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, P. R. China

Received date: 2007-09-18

  Revised date: 2008-02-27

  Online published: 2008-04-18

Abstract

A UV-decomposition method for solving a mathematical program with equilibrium constraints (MPEC) problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its UV-decomposition are given. A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.

Cite this article

SHAN Feng;PANG Li-ping;ZHU Li-mei;XIA Zun-quan . A UV-decomposed method for solving an MPEC problem[J]. Applied Mathematics and Mechanics, 2008 , 29(4) : 535 -540 . DOI: 10.1007/s10483-008-0412-y

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