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A Multiplier Sequential Partial Penalization Algorithm for Mathematical Programs with Complementarity Constraints
Pages: 55-64
Year: Issue:  4
Journal: Operations Research Transactions

Keyword:  互补约束优化问题Lagrange函数上水平严格互补B-稳定点;
Abstract: 利用互补问题的Lagrange函数,将互补约束优化问题(MPCC)转化为含参数的约束优化问题.给出Lagrange乘子的简单修正公式,并给出求解互补约束优化问题的部分罚函数法.无须假设二阶必要条件成立,只要算法产生的迭代点列的极限点满足互补约束优化问题的线性独立约束规范(MPCC-LICQ),且极限点是MPCC的可行点,则算法收敛到原问题的M-稳定点.另外,在上水平严格互补(ULSC)成立的条件下...
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