A class of smoothing methods for mathematical programs with complementarity constraints

DOI10.1016/J.AMC.2006.05.197MaRDI QIDQ878902zbMATH OpenOpenAlexFDO

Authors Tao Yan

Publication date 26 April 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.197

zbMATH Keywords

B-stationarityC-stationaritycomplementarity constraintsconvergenceM-stationaritymathematical programssmoothing methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

Review text

A class of smoothing methods to solve mathematical programs with complementarity constraints is developed, and the convergence property is analyzed. The author shows that the linear independence constraint qualification holds for this class of smoothing methods under some conditions. The properties of the accumulated points of this class are analyzed, and the convergence properties are established under some conditions.

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Cites work

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• Some Noninterior Continuation Methods for Linear Complementarity Problems
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Cited in

(24)

• A smoothing method for mathematical programs with equilibrium constraints
• A smoothing method for a mathematical program with P-matrix linear complementarity constraints
• A new smoothing method for mathematical programs with complementarity constraints based on logarithm-exponential function
• On linear problems with complementarity constraints
• A strong convergent smoothing regularization method for mathematical programs with complementarity constraints
• Smoothing method for mathematical programs with symmetric cone complementarity constraints
• scientific article; zbMATH DE number 5670484 (Why is no real title available?)
• A note on smoothing mathematical programs with equilibrium constraints
• scientific article; zbMATH DE number 5561283 (Why is no real title available?)
• A log-exponential smoothing method for mathematical programs with complementarity constraints
• scientific article; zbMATH DE number 1748524 (Why is no real title available?)
• scientific article; zbMATH DE number 1766748 (Why is no real title available?)
• On the convergence of general regularization and smoothing schemes for mathematical programs with complementarity constraints
• A smoothing function approach to joint chance-constrained programs
• A new smoothing method for mathematical programs with complementarity constraints
• A smoothing method for mathematical programs with complementarity constraints
• scientific article; zbMATH DE number 7366730 (Why is no real title available?)
• A locally smoothing method for mathematical programs with complementarity constraints
• On the convergence of a perturbation approach for a class of optimization problems with complementarity constraints
• Mathematical Programs with Complementarity Constraints: Convergence Properties of a Smoothing Method
• Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• A cutting plane projection method for bi-level area traffic control optimization with uncertain travel demand
• Global convergence of a smooth approximation method for mathematical programs with complementarity constraints

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