An 1 Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints


We propose an interior-point algorithm based on an elastic formulation of the `1penalty merit function for mathematical programs with complementarity constraints. The salient feature of our method is that it requires no prior knowledge of which constraints, if any, are complementarity constraints. Remarkably, the method allows for a unified treatment of… (More)
DOI: 10.1137/090777232


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