Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints |
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Authors: | Zhong Wan Yiju Wang |
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Affiliation: | 1. College of Mathematical Science and Computational Technology , Central South University , Changsha Hunan , China wanmath@163.com;3. School of Operations Research and Management Science , Qufu Normal University , Rizhao Shandong , China |
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Abstract: | In this paper, we propose an inexact smoothing continuation method for mathematical problem with complementarity constraints. Under suitable conditions, we establish the convergence of the proposed method by showing that any accumulation point of the generated sequence is a B-stationary point of the problem. |
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Keywords: | Inexact solution Mathematical programs with equilibrium constraints Smoothing continuation method |
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