Penalty interior-point method fails to converge.
Journal Article
·
· Optimization Methods Software
Equilibrium equations in the form of complementarity conditions often appear as constraints in optimization problems. Problems of this type are commonly referred to as mathematical programs with complementarity constraints (MPCCs). A popular method for solving MPCCs is the penalty interior-point algorithm (PIPA). This paper presents an example for which PIPA converges to a nonstationary point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed.
- Research Organization:
- Argonne National Laboratory (ANL)
- Sponsoring Organization:
- SC
- DOE Contract Number:
- AC02-06CH11357
- OSTI ID:
- 961473
- Report Number(s):
- ANL/MCS/JA-48146
- Journal Information:
- Optimization Methods Software, Journal Name: Optimization Methods Software Journal Issue: 4-5 ; Aug./Oct. 2005 Vol. 20
- Country of Publication:
- United States
- Language:
- ENGLISH
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