Global Convergence of a Smooth Approximation Method for Mathematical Programs with Complementarity Constraints

被引：0
作者：
Hongxia Yin
Jianzhong Zhang
机构：
[1] Graduate University of the Chinese Academy of Sciences,Chinese Academy of Sciences Research Center on Data Technology and Knowledge Economy, Department of Mathematics
[2] The Chinese University of Hong Kong,Department of System Engineering and Engineering Management
来源：
Mathematical Methods of Operations Research | 2006年 / 64卷
关键词：
MPCC; LICQ; ULSC condition; B-stationary point; Global convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A new smoothing approach was given for solving the mathematical programs with complementarity constraints (MPCC) by using the aggregation technique. As the smoothing parameter tends to zero, if the KKT point sequence generated from the smoothed problems satisfies the second-order necessary condition, then any accumulation point of the sequence is a B-stationary point of MPCC if the linear independence constraint qualification (LICQ) and the upper level strict complementarity (ULSC) condition hold at the limit point. The ULSC condition is weaker than the lower level strict complementarity (LLSC) condition generally used in the literatures. Moreover, the method can be easily extended to the mathematical programs with general vertical complementarity constraints.
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页码：255 / 269
页数：14
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