Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints

X. M. Hu and D. Ralph
Additional contact information
X. M. Hu: CSIRO Manufacturing and Infrastructure Technology
D. Ralph: University of Cambridge

Journal of Optimization Theory and Applications, 2004, vol. 123, issue 2, No 8, 365-390

Abstract: 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.

Keywords: Complementarity constraints; penalty methods; B-stationarity; linear independence constraint qualification (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (36)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-004-5154-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:123:y:2004:i:2:d:10.1007_s10957-004-5154-0

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-004-5154-0

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().