科研之友
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摘要
In this paper, we describe a successive approximation and smooth sequential quadratic programming (SQP) method for mathematical programs with nonlinear complementarity constraints (MPCC). We introduce a class of smooth programs to approximate the MPCC. Using an l (1) penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints (MPEC) when the algorithm terminates finitely.
