摘要
In this paper, a continuation method for mathematical programs with equilibrium constraints (MPEC) is proposed. By using the KKT conditions for the variational inequality constraints, the MPEC is firstly reformulated as a nonsmooth constrained optimization problem, then we solve a sequence of smooth perturbation problems, which progressively approximate the nonsmooth problem, and study the convergence of the proposed method. Numerical results showing feasibility of the approach are given.
In this paper, a continuation method for mathematical programs with equilibrium constraints (MPEC) is proposed. By using the KKT conditions for the vari-ational inequality constraints, the MPEC is firstly reformulated as a nonsmooth constrained optimization problem, then we solve a sequence of smooth perturbation problems, which progressively approximate the nonsmooth problem, and study the convergence of the proposed method. Numerical results showing feasibility of the approach are given.
出处
《计算数学》
CSCD
北大核心
2004年第1期3-12,共10页
Mathematica Numerica Sinica
关键词
均衡约束
数学规划
变分不等式
光滑扰动
收敛性
KKT条件
Variational inequality constraint, KKT conditions, nonsmooth problem, smooth perturbation problem, convergence
