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A strong convergent smoothing regularization method for mathematical programs with complementarity constraints - MaRDI portal

A strong convergent smoothing regularization method for mathematical programs with complementarity constraints (Q2826246)

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scientific article; zbMATH DE number 6639455
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A strong convergent smoothing regularization method for mathematical programs with complementarity constraints
scientific article; zbMATH DE number 6639455

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    14 October 2016
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    mathematical programs with complementarity constraints
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    regularization method
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    smoothing method
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    stationarity
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    Mangasarian Fromovitz constraints qualification
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    numerical result
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    A strong convergent smoothing regularization method for mathematical programs with complementarity constraints (English)
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    This paper presents a smoothing regularization method for mathematical programs with complementarity constraints. A regular smoothing function is constructed to handle the complementarity constraints. Then the original problem is reformulated into a constrained optimization problem with smooth constraints. Under certain conditions, the authors prove that any one of accumulation points generated by the proposed method is a strongly stationary point of the original problem. The efficiency of the proposed algorithm is illustrated by some numerical results.
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