Volume 5, Number 1, January 2009, pp. 87-95
M. Haddou
Key words:
mathematical programs with equilibrium constraints, smoothing methods, nonlinear programming, complementarity constraints
Mathematices Subject Classification: 90C30, 90C26 90C33
ONLINE SUBSCRIPTION (Institutional Subscription Only)
Copyright© 2008 Yokohama Publishers
Back

Abstract:
A class of smoothing methods is proposed for solving mathematical programs with equilibrium constraints. We introduce new and very simple regularizations of the complementarity constraints. Some estimate distance to optimal solution and expansions of the optimal value function are presented. Limited numerical experiments using SNOPT algorithm are presented to verify the efficiency of our approac
A new class of smoothing methods for mathematical programs with equilibrium constraints