Name
Title | ||
|---|---|---|
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum |
Abstract | ||
|---|---|---|
In [M. Fukushima and P. Tseng, SIAM J. Optim., 12 (2002),pp. 724-739], an ∈-active set algorithm was proposed forsolving a mathematical program with a smooth objective function andlinear inequality/complementarity constraints. It is assertedtherein that, under a uniform LICQ on the ∈-feasible set, thisalgorithm generates iterates whose cluster points are B-stationarypoints of the problem. However, the proof has a gap and shows onlythat each cluster point is an M-stationary point. We discuss thisgap and show that B-stationarity can be achieved if the algorithmis modified and an additional error bound condition holds. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1137/050642460 | SIAM Journal on Optimization |
Keywords | Field | DocType |
objective function | Complementarity (molecular biology),Mathematical optimization,Active set method,Complementarity theory,Stationary point,Linear complementarity problem,Mixed complementarity problem,Linear inequality,Iterated function,Mathematics | Journal |
Volume | Issue | ISSN |
17 | 4 | 1052-6234 |
Citations | PageRank | References |
45 | 2.91 | 9 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Masao Fukushima | 1 | 2050 | 172.73 |
| P. Tseng | 2 | 1024 | 139.39 |