July  2006, 2(3): 287-296. doi: 10.3934/jimo.2006.2.287

Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints

1. 

School of Management, Fudan University, Shanghai 200433, China

2. 

Department of Systems Engineering, The Chinese University of Hong Kong, Shatin, Hong Kong, China

3. 

Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China

Received  May 2005 Revised  February 2006 Published  July 2006

In this note, a mathematical program with complementarity constraints (MPCC) is reformulated as a nonsmooth constrained mathematical program via the Fischer-Burmeister function. Quadratic penalty functions are used to treat this nonsmooth constrained program. We investigate necessary and sufficient conditions that guarantee the convergence of optimal values of unconstrained penalized problems to the optimal value of the original MPCC.
Citation: X. X. Huang, D. Li, Xiaoqi Yang. Convergence of optimal values of quadratic penalty problems for mathematical programs with complementarity constraints. Journal of Industrial & Management Optimization, 2006, 2 (3) : 287-296. doi: 10.3934/jimo.2006.2.287
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