A new regularization method for mathematical programs with complementarity constraints with strong convergence properties. (English) Zbl 1282.65069

Optimization problems in many areas can be formulated as mathematical programs with equilibrium constraints (MPECs). In this paper, the authors present a new regularization scheme for the solution of MPECs. The limit points of the proposed method are at least M-stationary points, which is a much stronger property than the majority of other existing regularization methods. They also show that the feasible set of the proposed regularized problem has a favourable geometric shape. Some preliminary numerical results are included to demonstrate the performance of the proposed regularization method.


65K05 Numerical mathematical programming methods
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)


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