A DCA FOR MPCCS CONVERGING TO A S-STATIONARY POINT

Marechal, M

Abstract

In this article we propose an Algorithm based on a DC decomposition (Difference of Convex functions) which solves MPCCs and we prove that it converges to a strongly stationary point under MPCCLICQ.

Más información

Título de la Revista: PACIFIC JOURNAL OF OPTIMIZATION
Volumen: 16
Fecha de publicación: 2020