Penalty Interior-Point Method Fails to Converge
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2003
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| _version_ | 1866911217548787712 |
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| author | Leyffer, Sven |
| author_facet | Leyffer, Sven |
| contents | 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 a small example for which PIPA converges to a nonstationary point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_math_0310357 |
| institution | arXiv |
| publishDate | 2003 |
| record_format | arxiv |
| spellingShingle | Penalty Interior-Point Method Fails to Converge Leyffer, Sven Optimization and Control Numerical Analysis 90C30; 90C33; 90C51; 49M37; 65K10 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 a small example for which PIPA converges to a nonstationary point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed. |
| title | Penalty Interior-Point Method Fails to Converge |
| topic | Optimization and Control Numerical Analysis 90C30; 90C33; 90C51; 49M37; 65K10 |
| url | https://arxiv.org/abs/math/0310357 |