Newton-Type method for a class of mathematical programs with complementarity constraints

Authors:
Yan Tao
Affiliations:
Department of Information and Computational Sciences, College of Science, Nanjing University of Science and Technology, Nanjing, Jiangsu 210094, China
Venue:
Computers & Mathematics with Applications
Year:
2006

Citing 8
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Abstract

In this paper, we present a Newton-type method for a class of mathematical programs with complementarity constraints. Under the MPEC-LICQ, we use the definition of B-stationary point to construct a constrained equations model, and apply the Newton method to solve the problem. At the end of this paper, numerical results are reported to show our method's validity.