Seminar Details:

LANS Informal Seminar
"A SLPEC/EQP Method for MPECs"

DATE: December 4, 2013

TIME: 15:00:00 - 16:00:00
SPEAKER: Todd Munson, Computational Scientist
LOCATION: Building 240 Room 4301, Argonne National Laboratory

Description:
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.


 

Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.