The Penalty Interior Point Method fails to converge for Mathematical Programs with Equilibrium Constraints
Sven Leyffer (sleyffermaths.dundee.ac.uk)
Abstract: 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.
Keywords: Nonlinear programming, Interior Point Methods, PIPA, MPEC, MPCC, equilibrium constraints
Category 1: Complementarity and Variational Inequalities
Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )
Citation: Numerical Analysis Report NA/208, Department of Mathematics, University of Dundee, February 2002.
Entry Submitted: 05/09/2002
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