We adapt the convergence analysis of smoothing (Fukushima and Pang) and regularization (Scholtes) methods to a penalty framework for mathematical programs with complementarity constraints (MPCCs), and show that the penalty framework shares similar convergence properties to these methods. Moreover, we give sufficient conditions for a sequence generated by the penalty framework to be attracted to a B-stationary point of the MPCC.
Citation
Department of Mathematics and Statistics, The University of Melbourne, Vic 3010, Australia