Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints |
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| Authors: | X M Hu D Ralph |
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| Institution: | (1) CSIRO Manufacturing and Infrastructure Technology, Australia;(2) University of Cambridge, England |
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| Abstract: | We adapt the convergence analysis of the smoothing (Ref. 1) and regularization (Ref. 2) methods to a penalty framework for mathematical programs with complementarity constraints (MPCC); we show that the penalty framework shares convergence properties similar to those of 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. |
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| Keywords: | Complementarity constraints penalty methods B-stationarity linear independence constraint qualification |
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