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LANS Informal Seminar: Todd Munson
December 4, 2013 @ 15:00 CST
Seminar Title: A SLPEC/EQP Method for MPECs
Speaker: Todd Munson, Computational Scientist
Date/Time: 2013-12-04 15:00
Location: Building 240 Room 4301
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.