A log-exponential smoothing method for mathematical programs with complementarity constraints

被引：15

作者：

Li, Yanyan ^{[1
]}

Tan, Tao ^{[1
]}

Li, Xingsi ^{[2
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Sci, Jinan 266590, Shandong, Peoples R China

[2] Dalian Univ Technol, State Key Lab Struct Anal Ind Equipment, Dalian 116024, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2012年 / 218卷 / 10期

关键词：

Mathematical programs with complementarity constraints; Optimality condition; Asymptotically weak nondegenerate; Upper level strict complementarity; EQUILIBRIUM CONSTRAINTS; CONVERGENCE; REGULARIZATION; STATIONARITY;

D O I：

10.1016/j.amc.2011.11.046

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper a log-exponential smoothing method for mathematical programs with complementarity constraints (MPCC) is analyzed, with some new interesting properties and convergence results provided. It is shown that the stationary points of the resulting smoothed problem converge to the strongly stationary point of MPCC, under the linear independence constraint qualification (LICQ), the weak second-order necessary condition (WSONC), and some reasonable assumption. Moreover, the limit point satisfies the weak second-order necessary condition for MPCC. A notable fact is that the proposed convergence results do not restrict the complementarity constraint functions approach to zero at the same order of magnitude. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：5900 / 5909

页数：10

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