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A Note on Lawphongpanich and Yin's Manifold Suboptimization Algorithm for Mathematical Programs with Complementarity Constraints

机译:互补限制的数学课程的Lawphongpanich和Yin歧管子优化算法的说明

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Recently, Lawphongpanich and Yin (2010) proposed a Manifold Suboptimization algorithm for finding a "strongly stationary" solution to a Pareto-improving toll problem by solving a sequence of relaxed problems. This note shows that Lawphongpanich and Yin's algorithm may not always converges to satisfactory solutions. In this paper, we provide several examples to demonstrate that the manifold suboptimization algorithm is inefficient in solving mathematical programs with complementarity constraints (MPCC) under certain conditions. This note also offers some insights and directions to improve the manifold suboptimization problems in the application of solving bi-level programs.
机译:最近,Lawphongpanich和Yin(2010)提出了一种歧管子优化算法,用于通过求解一系列松弛问题来查找“强静止”解决帕累托改善的收费问题。本说明显示Lawphongpanich和Yin的算法可能并不总是会聚到令人满意的解决方案。在本文中,我们提供了几个示例,以证明歧管子优化算法在某些条件下求解具有互补约束(MPCC)的数学节目的效率低下。本说明还提供了一些见解和方向,以改善应用求解双级程序的歧管子优化问题。

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