mathematical program with complementarity constraints;
MPEC-linear independence constraint qualification;
stationarity;
convergence;
D O I:
10.1002/mma.881
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In this paper, we suggest a new relaxation method for solving mathematical programs with complementarity constraints. This method can be regarded as a modification of a method proposed in a recent paper (J. Opt. Theory Appl. 2003; 118:81-116). We show that the main results remain true for the modified method and particularly, some conditions assumed in the previous paper can be removed. Copyright (c) 2007 John Wiley & Sons, Ltd.