Convergence of a penalty method for mathematical programming with complementarity constraints

Convergence of a penalty method for mathematical programming with complementarity constraints

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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: ,
Abstract:

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.

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