Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints

Suhong Jiang (), Jin Zhang (), Caihua Chen () and Guihua Lin ()
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Suhong Jiang: Nanjing University
Jin Zhang: Hong Kong Baptist University
Caihua Chen: Nanjing University
Guihua Lin: Shanghai University

Journal of Global Optimization, 2018, vol. 70, issue 1, No 12, 223-236

Abstract: Abstract Mathematical program with equilibrium constraints (MPEC) is an important problem in mathematical programming as it arises frequently in a broad spectrum of fields. In this paper, we propose an implementable smoothing partial exact penalty method to solve MPEC, where the subproblems are solved inexactly by the proximal alternating linearized minimization method. Under the extend MPEC-NNAMCQ, the proposed method is shown to be convergent to an M-stationary point of the MPEC.

Keywords: MPEC; M-stationarity; S-stationarity; Partial penalty method; Proximal alternating linearized minimization method; 90C26; 90C33; 90C55 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s10898-017-0539-4

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