Newton-Type method for a class of mathematical programs with complementarity constraints

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Abstract

In this paper, we present a Newton-type method for a class of mathematical programs with complementarity constraints. Under the MPEC-LICQ, we use the definition of B-stationary point to construct a constrained equations model, and apply the Newton method to solve the problem. At the end of this paper, numerical results are reported to show our method's validity.

Keywords

Mathematical program with complementarity constrains (MPCC)
MPEC-LICQ
B-stationarity
Newton method

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