An Implicit Smooth Conjugate Projection Gradient Algorithm for Optimization with Nonlinear Complementarity Constraints

Cong Zhang^1*, Limin Sun¹, Zhibin Zhu², Minglei Fang³

¹Huarui College, Xinyang Normal University, Xinyang, China.
²School of Mathematics & Computational Science, Guilin University of Electronic Technology, Guilin, China.
³College of Science, Anhui University of Science and Technology, Huainan, China.

DOI: 10.4236/am.2015.610152                

Abstract

This paper discusses a special class of mathematical programs with equilibrium constraints. At first, by using a generalized complementarity function, the discussed problem is transformed into a family of general nonlinear optimization problems containing additional variable μ. Furthermore, combining the idea of penalty function, an auxiliary problem with inequality constraints is presented. And then, by providing explicit searching direction, we establish a new conjugate projection gradient method for optimization with nonlinear complementarity constraints. Under some suitable conditions, the proposed method is proved to possess global and superlinear convergence rate.

Keywords

Mathematical Programs with Equilibrium Constraints, Conjugate Projection Gradient, Global Convergence, Superlinear Convergence

Conflicts of Interest

The authors declare no conflicts of interest.

References

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