Article ID: | iaor20051544 |
Country: | Netherlands |
Volume: | 123 |
Issue: | 2 |
Start Page Number: | 365 |
End Page Number: | 390 |
Publication Date: | Nov 2004 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Ralph D., Hu X.M. |
We adapt the convergence analysis of the smoothing and regularization 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.