An implementable active-set algorithm for computing a Bstationary point of a mathematical program with linear complementarity constraints
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| Venue: | SIAM J. Optim |
| Citations: | 14 - 4 self |
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@ARTICLE{Fukushima_animplementable,
author = {Masao Fukushima and Paul Tseng},
title = {An implementable active-set algorithm for computing a Bstationary point of a mathematical program with linear complementarity constraints},
journal = {SIAM J. Optim},
year = {},
pages = {724--739}
}
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Abstract
Abstract. In [3], an ɛ-active set algorithm was proposed for solving a mathematical program with a smooth objective function and linear inequality/complementarity constraints. It is asserted therein that, under a uniform LICQ on the ɛ-feasible set, this algorithm generates iterates whose cluster points are B-stationary points of the problem. However, the proof has a gap and only shows that each cluster point is an M-stationary point. We discuss this gap and show that B-stationarity can be achieved if the algorithm is modified and an additional error bound condition holds. Key words. MPEC, B-stationary point, ɛ-active set, error bound AMS subject classifications. 65K05, 90C30, 90C33
