Convergence of a Penalty Method for Mathematical Programmingwith ComplementarityConstraints

Published: 2002/09/02, Updated: 2002/09/09

Complementarity and Variational Inequalities, Constrained Nonlinear Optimization b-stationarity, complementarity constraints, linear independence constraint qualification, mpcc, mpec, penalty methods Short URL: https://optimization-online.org/?p=9273

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

Article

Download

View Convergence of a Penalty Method for Mathematical Programmingwith ComplementarityConstraints