A Hybrid Method to Compute Feasible Solutions of A Mathematical Programming Problem with Complementa

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:wqiufeng1
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  A Projected-Gradient Underdetermined Newton type(PGUN)algorithm is introduced for finding a feasible solution of a Mathematical Programming Problem with Complementarity Constraints(MPCC).The method employs a combination of Newton and Projected-Gradient directions and a line-search procedure that guarantees global convergence.
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