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.
Scopus Subject Areas
- Computer Science Applications
- Management Science and Operations Research
- Control and Optimization
- Applied Mathematics
- Partial penalty method
- Proximal alternating linearized minimization method