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A \( \mathcal{U}\mathcal{V} \)-decomposed method for solving an MPEC problem

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Abstract

A \( \mathcal{U}\mathcal{V} \)-decomposition method for solving a mathematical program with equilibrium constraints (MPEC) problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its \( \mathcal{U}\mathcal{V} \)-decomposition are given. A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.

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Authors and Affiliations

  1. School of Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang, 110136, P. R. China

    Feng Shan  (单锋) & Li-mei Zhu  (朱丽梅)

  2. CORA Department of Applied Mathematics, Dalian University of Technology, Dalian, 116024, P. R. China

    Li-ping Pang  (庞丽萍) & Zun-quan Xia  (夏尊铨)

Authors
  1. Feng Shan  (单锋)
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  2. Li-ping Pang  (庞丽萍)
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  3. Li-mei Zhu  (朱丽梅)
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  4. Zun-quan Xia  (夏尊铨)
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Corresponding author

Correspondence to Feng Shan  (单锋).

Additional information

Communicated by GUO Xing-ming

Project supported by the National Natural Science Foundation of China (Nos. 10372063, 10771026 and 10471015)

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Shan, F., Pang, Lp., Zhu, Lm. et al. A \( \mathcal{U}\mathcal{V} \)-decomposed method for solving an MPEC problem. Appl. Math. Mech.-Engl. Ed. 29, 535–540 (2008). https://doi.org/10.1007/s10483-008-0412-y

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  • DOI: https://doi.org/10.1007/s10483-008-0412-y

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Chinese Library Classification

2000 Mathematics Subject Classification

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