American Institute of Mathematical Sciences

April  2005, 1(2): 153-170. doi: 10.3934/jimo.2005.1.153

A smoothing Newton algorithm for mathematical programs with complementarity constraints

 1 Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, P.R., China 2 Department of Decision Sciences, National University of Singapore, Singapore 119260, Republic of Singapore

Received  September 2004 Revised  November 2004 Published  April 2005

We propose a smoothing Newton algorithm for solving mathematical programs with complementarity constraints (MPCCs). Under some reasonable conditions, the proposed algorithm is shown to be globally convergent and to generate a $B$-stationary point of the MPCC. Preliminary numerical results on some MacMPEC problems are reported.
Citation: Zheng-Hai Huang, Jie Sun. A smoothing Newton algorithm for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2005, 1 (2) : 153-170. doi: 10.3934/jimo.2005.1.153
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