Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints

被引：6

作者：

Jiang, Suhong ^{[1
]}

Zhang, Jin ^{[2
]}

Chen, Caihua ^{[1
]}

Lin, Guihua ^{[3
]}

机构：

[1] Nanjing Univ, Sch Management & Engn, Nanjing, Jiangsu, Peoples R China

[2] Hong Kong Baptist Univ, Dept Math, Kowloon Tong, Peoples R China

[3] Shanghai Univ, Sch Management, Shanghai, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2018年 / 70卷 / 01期

基金：

国家教育部科学基金资助;

关键词：

MPEC; M-stationarity; S-stationarity; Partial penalty method; Proximal alternating linearized minimization method; OPTIMALITY CONDITIONS; OPTIMIZATION PROBLEMS; EXACT PENALIZATION;

D O I：

10.1007/s10898-017-0539-4

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Mathematical program with equilibrium constraints (MPEC) is an important problem in mathematical programming as it arises frequently in a broad spectrum of fields. In this paper, we propose an implementable smoothing partial exact penalty method to solve MPEC, where the subproblems are solved inexactly by the proximal alternating linearized minimization method. Under the extend MPEC-NNAMCQ, the proposed method is shown to be convergent to an M-stationary point of the MPEC.

引用

页码：223 / 236

页数：14

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