A log-exponential smoothing method for mathematical programs with complementarity constraints |
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Authors: | Yanyan Li Tao TanXingsi Li |
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Institution: | a College of Science, Shandong University of Science and Technology, Shandong 266590, China b State Key Laboratory of Structural Analysis for Industrial Equipment, Dalian University of Technology, Dalian 116024, China |
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Abstract: | In this paper a log-exponential smoothing method for mathematical programs with complementarity constraints (MPCC) is analyzed, with some new interesting properties and convergence results provided. It is shown that the stationary points of the resulting smoothed problem converge to the strongly stationary point of MPCC, under the linear independence constraint qualification (LICQ), the weak second-order necessary condition (WSONC), and some reasonable assumption. Moreover, the limit point satisfies the weak second-order necessary condition for MPCC. A notable fact is that the proposed convergence results do not restrict the complementarity constraint functions approach to zero at the same order of magnitude. |
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Keywords: | Mathematical programs with complementarity constraints Optimality condition Asymptotically weak nondegenerate Upper level strict complementarity |
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