On the convergence properties of modified augmented Lagrangian methods for mathematical programming with complementarity constraints |
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| Authors: | H Z Luo X L Sun Y F Xu H X Wu |
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| Institution: | 1.Department of Management Science, School of Management,Fudan University,Shanghai,People’s Republic of China;2.Department of Applied Mathematics,Zhejiang University of Technology,Hangzhou, Zhejiang,People’s Republic of China;3.Department of Mathematics,Hangzhou Dianzi University,Hangzhou, Zhejiang,People’s Republic of China |
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| Abstract: | In this paper, we present new convergence results of augmented Lagrangian methods for mathematical programs with complementarity
constraints (MPCC). Modified augmented Lagrangian methods based on four different algorithmic strategies are considered for
the constrained nonconvex optimization reformulation of MPCC. We show that the convergence to a global optimal solution of
the problem can be ensured without requiring the boundedness condition of the multipliers. |
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