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Newton-Type method for a class of mathematical programs with complementarity constraints |
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| Authors: | Yan Tao |
| Affiliation: | aDepartment of Information and Computational Sciences, College of Science, Nanjing University of Science and Technology, Nanjing, Jiangsu 210094, China |
| 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. |
| Keywords: | Mathematical program with complementarity constrains (MPCC) MPEC-LICQ B-stationarity Newton method |
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