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The Penalty Interior Point Method fails to converge for Mathematical Programs with Equilibrium Constraints

Sven Leyffer (sleyffer***at***maths.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.

Download: [Compressed Postscript][PDF]

Entry Submitted: 05/09/2002
Entry Accepted: 05/09/2002
Entry Last Modified: 05/09/2002

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