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A New Augmented Lagrangian Method for MPCCs—Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods

Mathematics of Operations Research, 2022
We propose a new augmented Lagrangian (AL) method for solving the mathematical program with complementarity constraints (MPCC), where the complementarity constraints are left out of the AL function and treated directly. Two observations motivate us to propose this method: The AL subproblems are closer to the original problem in terms of the constraint
Lei Guo, Zhibin Deng
exaly   +2 more sources

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