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

Y Li, T Tan, X Li - Applied Mathematics and Computation, 2012 - Elsevier
Y Li, T Tan, X Li
Applied Mathematics and Computation, 2012Elsevier
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 …
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.
Elsevier
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