Penalty Interior-Point Method Fails to Converge
最优化与控制
2025-10-20 v1 数值分析
数值分析
摘要
Equilibrium equations in the form of complementarity conditions often appear as constraints in optimization problems. Problems of this type are commonly referred to as mathematical programs with complementarity constraints (MPCCs). A popular method for solving MPCCs is the penalty interior-point algorithm (PIPA). This paper presents a small example for which PIPA converges to a nonstationary point, providing a counterexample to the established theory. The reasons for this adverse behavior are discussed.
引用
@article{arxiv.math/0310357,
title = {Penalty Interior-Point Method Fails to Converge},
author = {Sven Leyffer},
journal= {arXiv preprint arXiv:math/0310357},
year = {2025}
}
备注
11 pages