A Conjugate Projection Gradient Method for Mathematical Program with Equilibrium Constraints
Chen Feng-hua · Journal of Shanxi University · 2011
A kind of mathematical with equilibrium constraints(MPEC) was discussed.By using a complementarity function and a kind of disturbed technique,the original(MPEC)problem is transformed into a nonlinear equality and inequality constrained optimization problem.Moreover,we introduce a new algorithm for the solution of the(MPEC)problem by introducing a conjugate projection gradient method.Under some suitable conditions,the proposed method is proved to possess global convergence and superlinear convergence.