Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (4): 55-64.
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LIU Shui-Xia, CHEN Guo-Qing
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Abstract: By using the Lagrangian function of the complementarity problem, a mathematical program with complementarity constraints (MPCC) is reformulated as a constrained optimization problem with the multiplier parameter. The simple modified strategy of the multiplier parameter is provided. Based on this, a multiplier sequential partial penalization algorithm for MPCC is proposed. Without requiring the second-order necessary condition, we show the limited point of the sequence (generated from the algorithm) is an M-stationary point if it is the feasible to MPCC and the MPCC linear independence constraint qualification (LICQ) holds. Moreover, it is B-stationary point if the upper lever strict complementarity(ULSC) holds.
Key words: mathematical programs with complementarity constraints,  , Lagrangian function,  , upper lever strict complementarity, B-stationary point
LIU Shui-Xia, CHEN Guo-Qing. A Multiplier Sequential Partial Penalization Algorithm for Mathematical Programs with Complementarity Constraints[J]. Operations Research Transactions, 2011, 15(4): 55-64.
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