A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints |
| |
Authors: | Gui-Hua Lin Masao Fukushima |
| |
Institution: | (1) Department of Applied Mathematics, Dalian University of Technology, Dalian, China;(2) Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, Japan |
| |
Abstract: | In this paper, we consider a mathematical program with complementarity constraints. We present a modified relaxed program
for this problem, which involves less constraints than the relaxation scheme studied by Scholtes (2000). We show that the
linear independence constraint qualification holds for the new relaxed problem under some mild conditions. We also consider
a limiting behavior of the relaxed problem. We prove that any accumulation point of stationary points of the relaxed problems
is C-stationary to the original problem under the MPEC linear independence constraint qualification and, if the Hessian matrices
of the Lagrangian functions of the relaxed problems are uniformly bounded below on the corresponding tangent space, it is
M-stationary. We also obtain some sufficient conditions of B-stationarity for a feasible point of the original problem. In
particular, some conditions described by the eigenvalues of the Hessian matrices mentioned above are new and can be verified
easily.
This work was supported in part by the Scientific Research Grant-in-Aid from the Ministry of Education, Science, Sports, and
Culture of Japan. The authors are grateful to an anonymous referee for critical comments. |
| |
Keywords: | mathematical program with complementarity constraints (MPEC-)linear independence constraint qualification nondegeneracy (B- M- C-)stationarity weak second-order necessary conditions upper level strict complementarity |
本文献已被 SpringerLink 等数据库收录! |
|