Smoothing partial exact penalty splitting method for mathematical programs with equilibrium constraints

Suhong Jiang, Jin ZHANG, Caihua Chen, Guihua Lin*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

Abstract

Mathematical program with equilibrium constraints (MPEC) is an important problem in mathematical programming as it arises frequently in a broad spectrum of fields. In this paper, we propose an implementable smoothing partial exact penalty method to solve MPEC, where the subproblems are solved inexactly by the proximal alternating linearized minimization method. Under the extend MPEC-NNAMCQ, the proposed method is shown to be convergent to an M-stationary point of the MPEC.

Original languageEnglish
Pages (from-to)223-236
Number of pages14
JournalJournal of Global Optimization
Volume70
Issue number1
DOIs
Publication statusPublished - 1 Jan 2018

Scopus Subject Areas

  • Computer Science Applications
  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

User-Defined Keywords

  • M-stationarity
  • MPEC
  • Partial penalty method
  • Proximal alternating linearized minimization method
  • S-stationarity

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