Exact Penalization of Mathematical Programs with Equilibrium Constraints

DOI10.1137/S0363012996306121zbMath0922.90128MaRDI QIDQ4253004

Michael Stöhr, Stefan Scholtes

Publication date: 24 June 1999

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

sequential quadratic programmingerror boundmathematical program with equilibrium constraintsexact penalizationpiecewise smoothtrust regionbilevel programMangasarian-Fromovitz constraint qualification\(\ell_1\) penalty function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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