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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
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An augmented Lagrangian filter method
Mathematical Methods of Operations Research, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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