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A new smoothing technique for mathematical programs with equilibrium constraints

A new smoothing technique for mathematical programs with equilibrium constraints
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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. 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.
出处 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2007年第10期1407-1414,共8页 应用数学和力学(英文版)
基金 project supported by the National Natural Science Foundation of China(Nos.10501009 and 60471039) the Natural Science Foundation of Guangxi Province(No.0728206)
关键词 mathematical programs with equilibrium constraints nonlinear complementarity constraints primal-dual stationary point smoothing system of equations global convergence mathematical programs with equilibrium constraints, nonlinear complementarity constraints, primal-dual stationary point, smoothing system of equations, global convergence
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