Smoothing Partial Exact Penalty Splitting Method for Mathematical Programs with Equilibrium Constraints

Smoothing Partial Exact Penalty Splitting Method for Mathematical Programs with Equilibrium Constraints. Jiang, S., Zhang, J., Chen, C., & Lin, G. Journal of Global Optimization, 70(1):223–236, January, 2018.

Paper doi abstract bibtex

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.

@article{jiang_smoothing_2018,
	title = {Smoothing {Partial} {Exact} {Penalty} {Splitting} {Method} for {Mathematical} {Programs} with {Equilibrium} {Constraints}},
	volume = {70},
	issn = {0925-5001, 1573-2916},
	url = {http://link.springer.com/10.1007/s10898-017-0539-4},
	doi = {10.1007/s10898-017-0539-4},
	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.},
	language = {en},
	number = {1},
	urldate = {2023-03-22},
	journal = {Journal of Global Optimization},
	author = {Jiang, Suhong and Zhang, Jin and Chen, Caihua and Lin, Guihua},
	month = jan,
	year = {2018},
	pages = {223--236},
}

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