A new smoothing scheme for mathematical programs with complementarity constraints
A new smoothing scheme for mathematical programs with complementarity constraints
复制标题
具有互补约束的数学程序的新平滑方案
DOI:
10.1007/s11425-010-3080-1
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发表时间:
2010-04
影响因子:
1.4
通讯作者:
Yan Tao
中科院分区:
文献类型:
--
作者:
Yan Tao
In this paper, we consider a mathematical program with complementarity constraints (MPCC). We present a new smoothing scheme for this problem, which makes the primal structure of the complementarity part unchanged mostly. For the new smoothing problem, we show that the linear independence constraint qualification (LICQ) holds under some conditions. We also analyze the convergence behavior of the smoothing problem, and get some sufficient conditions such that an accumulation point of stationary points of the smoothing problems is C (M, B)-stationarity respectively. Based on the smoothing problem, we establish an algorithm to solve the primal MPCC problem. Some numerical experiments are given in the paper.
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