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Journal of Optimization Theory and Applications

, Volume 123, Issue 2, pp 365–390 | Cite as

Convergence of a Penalty Method for Mathematical Programming with Complementarity Constraints

  • X. M. Hu
  • D. Ralph
Article

Abstract

We adapt the convergence analysis of the smoothing (Ref. 1) and regularization (Ref. 2) methods to a penalty framework for mathematical programs with complementarity constraints (MPCC); we show that the penalty framework shares convergence properties similar to those of these methods. Moreover, we give sufficient conditions for a sequence generated by the penalty framework to be attracted to a B-stationary point of the MPCC.

Complementarity constraints penalty methods B-stationarity linear independence constraint qualification 

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Copyright information

© Springer Science+Business Media, Inc. 2004

Authors and Affiliations

  • X. M. Hu
    • 1
  • D. Ralph
    • 2
  1. 1.CSIRO Manufacturing and Infrastructure TechnologyAustralia
  2. 2.University of CambridgeEngland

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