Department of Applied Mathematics & Physics, Kyoto University
Technical Report 2003-003 (February 14, 2003)
Hybrid Algorithms with Index Addition and Subtraction Strategies for Solving Mathematical Programs with Complementarity Constraints
by Gui-Hua Lin and Masao Fukushima
Recently, the authors have presented a hybrid
approach for solving mathematical programs with complementarity
constraints. This approach employs an active-set identification
function and possesses a finite termination property under some
appropriate conditions including the so-called asymptotically weak
nondegeneracy. In this paper, we continue this work and propose
two modified methods, one of which makes use of an index addition
strategy and the other utilizes the converse strategy. Both the
methods do not require the above-mentioned assumption and also
have a finite termination property under very weak assumptions.
Numerical experience shows that the proposed approaches are
effective.