Improved convergence properties of the Lin-Fukushima-Regularization method for mathematical programs with complementarity constraints
Tim Hoheisel - University of Würzburg, Institute of Mathematics, Am Hubland, 97074 Würzburg, Germany (email)
Abstract: We consider a regularization method for the numerical solution of mathematical programs with complementarity constraints (MPCC) introduced by Gui-Hua Lin and Masao Fukushima. Existing convergence results are improved in the sense that the MPCC-LICQ assumption is replaced by the weaker MPCC-MFCQ. Moreover, some preliminary numerical results are presented in order to illustrate the theoretical improvements.
Keywords: Mathematical programs with complementarity constraints, relaxation method,
constraint qualification, global convergence.
Received: September 2010; Revised: October 2010; Available Online: February 2011.