摘要

In this paper, we present a smoothing regularization method for mathematical programs with complementarity constraints (MPCC). Based on the construction of a new smoothing and regular function for the complementarity constraints, MPCC is first approximated by a standard smooth optimization problem with a smoothing parameter. Then, convergence is investigated for the sequence of the stationary points generated by solving the approximate subproblems. Under suitable conditions, it is proved that any accumulation point of the sequence is a strongly stationary point of the original MPCC. Numerical results show the efficiency of the proposed approach.