LANS Informal Seminar
"A SLPEC/EQP Method for MPECs"
DATE: December 4, 2013
TIME: 15:00:00 - 16:00:00 Description:
SPEAKER: Todd Munson, Computational Scientist
LOCATION: Building 240 Room 4301, Argonne National Laboratory
We discuss a new method for mathematical programs with complementarity constraints that is globally convergent to B-stationary points. The method solves a linear program with complementarity constraints to obtain an estimateof the active set. It then fixes the activities and solves anequality-constrained quadratic program to obtain fast convergence. The methoduses a filter to promote global convergence. We establish convergence toB-stationary points.
TIME: 15:00:00 - 16:00:00
Please send questions or suggestions to Jeffrey Larson: jmlarson at anl dot gov.