A NEW CLASS OF SMOOTHING METHODS FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS

被引:0
|
作者
Haddou, M. [1 ]
机构
[1] Univ Orleans, MAPMO, UMR 6628, F-45067 Orleans 2, France
来源
PACIFIC JOURNAL OF OPTIMIZATION | 2009年 / 5卷 / 01期
关键词
mathematical programs with equilibrium constraints; smoothing methods; nonlinear programming; complementarity constraints; COMPLEMENTARITY CONSTRAINTS; CONVERGENCE;
D O I
暂无
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A class of smoothing methods is proposed for solving mathematical programs with equilibrium constraints. We introduce new and very simple regularizations of the complementarity constraints. Some estimate distance to optimal solution and expansions of the optimal value function are presented. Limited numerical experiments using SNOPT algorithm are presented to verify the efficiency of our approach.
引用
收藏
页码:87 / 95
页数:9
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