Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (4): 55-64.

• Original Articles • Previous Articles     Next Articles

 A Multiplier Sequential Partial Penalization Algorithm for Mathematical Programs with Complementarity Constraints

 LIU  Shui-Xia, CHEN  Guo-Qing   

  • Online:2011-12-15 Published:2011-12-15

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