Fukushima, Masao; Luo, Zhi-Quan; Pang, Jong-Shi A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints. (English) Zbl 0904.90153 Comput. Optim. Appl. 10, No. 1, 5-34 (1998). Summary: This paper presents a sequential quadratic programming algorithm for computing a stationary point of a mathematical program with linear complementarity constraints. The algorithm is based on a reformulation of the complementarity condition as a system of semismooth equations by means of Fischer-Burmeister functional, combined with a classical penalty function method for solving constrained optimization problems. Global convergence of the algorithm is established under appropriate assumptions. Some preliminary computational results are reported. Cited in 1 ReviewCited in 59 Documents MSC: 90C30 Nonlinear programming Keywords:mathematical programs with equilibrium constraints; global convergence; sequential quadratic programming; linear complementarity PDFBibTeX XMLCite \textit{M. Fukushima} et al., Comput. Optim. Appl. 10, No. 1, 5--34 (1998; Zbl 0904.90153) Full Text: DOI