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Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints. (English) Zbl 1245.90124

Summary: We consider a reformulation of mathematical programs with complementarity constraints, where by introducing an artificial variable the constraints are converted into equalities which are once but not twice differentiable. We show that the Lagrange optimality system of such a reformulation is semismooth and \(BD\)-regular at the solution under reasonable assumptions. Thus, fast local convergence can be obtained by applying the semismooth Newton method. Moreover, it turns out that the squared residual of the Lagrange system is continuously differentiable (even though the system itself is not), which opens the way for a natural globalization of the local algorithm. Preliminary numerical results are also reported.

MSC:

90C30 Nonlinear programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

Software:

MacMPEC
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Full Text: DOI

References:

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