A new smoothing technique for mathematical programs with equilibrium constraints

被引:0
|
作者
Zhi-bin Zhu
Zhi-jun Luo
Ji-wen Zeng
机构
[1] Guilin University of Electronic Technology,Department of Computational Science and Mathematics
[2] Xiamen University,School of Mathematical Sciences
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关键词
mathematical programs with equilibrium constraints; nonlinear complementarity constraints; primal-dual stationary point; smoothing system of equations; global convergence; O211; 90C30; 65K05;
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摘要
A kind of mathematical programs with equilibrium constraints (MPEC) is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, is proposed. Thereby, it is ensured that some classical optimization methods can be applied for the MPEC problem. In the end, two algorithm models are proposed with the detail analysis of the global convergence.
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页码:1407 / 1414
页数:7
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