A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints.

The relationship between the mathematical program with linear complementarity constraints (MPLCC) and its inequality relaxation is studied. Based on this relationship, a new sequential quadratic programming (SQP) method is presented for solving the MPLCC. A certain SQP technique is introduced to deal with the possible infeasibility of quadratic programming subproblems. Global convergence results are derived without assuming the linear independence constraint qualification for MPEC, the nondegeneracy condition, and any feasibility condition of the quadratic programming subproblems. Preliminary numerical results are reported. [ABSTRACT FROM AUTHOR]