SHAN Feng, PANG Li-ping, ZHU Li-mei, XIA Zun-quan. A UV-Decomposed Method for Solving an MPEC Problem[J]. Applied Mathematics and Mechanics, 2008, 29(4): 483-488.
Citation: SHAN Feng, PANG Li-ping, ZHU Li-mei, XIA Zun-quan. A UV-Decomposed Method for Solving an MPEC Problem[J]. Applied Mathematics and Mechanics, 2008, 29(4): 483-488.

A UV-Decomposed Method for Solving an MPEC Problem

  • Received Date: 2007-09-18
  • Rev Recd Date: 2008-02-28
  • Publish Date: 2008-04-15
  • A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one,and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given.Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained.
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