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Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints

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Abstract

We adapt the convergence analysis of the smoothing (Ref. 1) and regularization (Ref. 2) 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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Authors and Affiliations

  1. CSIRO Manufacturing and Infrastructure Technology, Australia

    X. M. Hu (Research Scientist)

  2. University of Cambridge, England

    D. Ralph (University Lecturer)

Authors
  1. X. M. Hu
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  2. D. Ralph
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Hu, X.M., Ralph, D. Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints. Journal of Optimization Theory and Applications 123, 365–390 (2004). https://doi.org/10.1007/s10957-004-5154-0

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  • DOI: https://doi.org/10.1007/s10957-004-5154-0

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