A new smoothing scheme for mathematical programs with complementarity constraints

作者：Yan Tao^*

来源：Science China Mathematics, 2010, 53(7): 1885-1894.

DOI：10.1007/s11425-010-3080-1

• mathematical program with complementarity constrains
• MPEC-LICQ
• B-stationarity
• C-stationarity
• M-stationarity

In this paper, we consider a mathematical program with complementarity constraints (MPCC). We present a new smoothing scheme for this problem, which makes the primal structure of the complementarity part unchanged mostly. For the new smoothing problem, we show that the linear independence constraint qualification (LICQ) holds under some conditions. We also analyze the convergence behavior of the smoothing problem, and get some sufficient conditions such that an accumulation point of stationary points of the smoothing problems is C (M, B)-stationarity respectively. Based on the smoothing problem, we establish an algorithm to solve the primal MPCC problem. Some numerical experiments are given in the paper.

• 出版日期2010-7
• 单位南京理工大学