Convergence of a Smoothing Continuation Method for Mathematical Progams with Complementarity Constraints
Convergence of a Smoothing Continuation Method for Mathematical Progams with Complementarity Constraints
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DOI：
10.1007/978-3-642-45780-7_7
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发表时间：
1999
期刊：
影响因子：
--
通讯作者：
M. Fukushima;J. Pang
中科院分区：
文献类型：
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作者：
M. Fukushima;J. Pang
研究了具有平衡约束的数学规划(MPEC)的光滑连续法生成的序列的行为。特别地，我们证明了在线性无关性约束条件和一个称为渐近弱非退化的附加条件下，满足摄动问题二阶必要条件的KKT点的极限是原MPEC的B-稳定点。值得注意的是，这一结果并不依赖于极限点的严格互补性假设。
We study the behavior of a sequence generated by a smoothing continuation method for mathematical programs with equilibrium constraints (MPEC). In particular, we show that under the linear independence constraint qualification and an additional condition called the asymptotic weak nondegeneracy, the limit of KKT points satisfying the second-order necessary conditions for the perturbed problems is a B-stationary point of the original MPEC. The notable fact is that this result does not rely on the strict complementarity assumption at the limit point.