Abstract
In this note, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained mathematical program via the Fischer-Burmeister function. Quadratic penalty functions are used to treat this nonsmooth constrained program. We investigate necessary and sufficient conditions that guarantee the convergence of optimal values of unconstrained penalized problems to the optimal value of the original MPCC.
| Original language | English |
|---|---|
| Pages (from-to) | 287-296 |
| Number of pages | 10 |
| Journal | Journal of Industrial and Management Optimization |
| Volume | 2 |
| Issue number | 3 |
| Publication status | Published - 2006 |
Keywords
- Mathematical program with complementarity constraints
- Penalty function
- Optimal value
- Convergence
ASJC Scopus subject areas
- Business and International Management
- Strategy and Management
- Applied Mathematics
- Control and Optimization