# zbMATH — the first resource for mathematics

An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. (English) Zbl 1005.65064
Authors’ abstract: We consider a mathematical program with a smooth objective function and linear inequality/complementarity constraints. We propose an $$\varepsilon$$-active set algorithm which, under a uniform LICQ on the $$\varepsilon$$-feasible set, generates iterates whose cluster points are B-stationary points of the problem. If the objective function is quadratic and $$\varepsilon$$ is set to zero, the algorithm terminates finitely. Some numerical experience with the algorithm is reported.

##### MSC:
 65K05 Numerical mathematical programming methods 90C30 Nonlinear programming 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) 90C20 Quadratic programming
Full Text: