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A NEW RELAXED METHOD FOR MATHEMATICAL
PROGRAMS WITH COMPLEMENTARITY
CONSTRAINTS
ABSTRACT
In this thesis, mathematical programs with complementarity constraints
(MPCC for short) which are a special class of constrained optimization are
investigated. MPCC plays an important role in many fields, such as econo-
my, traffic transportation, network design, engineering design and so on. The
significance of the studies on MPCC is therefore evident both in theory and
application. Because of the complementarity constraints, most of the con-
straint qualifications of standard nonlinear programming are violated at any
feasible point of MPCC. Hence, the effective algorithms of standard nonlin-
ear programming can not be employed directly to solve MPCC.
In this thesis a new relaxed method for MPCC is proposed. Firstly, based
on Mangasarian complementarity function, MPCC is relaxed. The relaxed
problem is a parametrized nonlinear programming. Secondly, it is proved
that the sequence of stationary points of the relaxed problems converges to
M-stationary point of MPCC under some mild assumptions, such as constant
positive linear dependence (MPCC-CPLD for short); further, it is shown that
the stationary point is strong for MPCC if some additional conditions hold-
s. Thirdly, we analyze the existence of multipliers for the relaxed problem.
We show that Guignard constraint qualification holds for the relaxed problem
II
under MPCC-linear independence constraint qualifications (MPCC-LICQ for
short), and then obtain the existence theorem of the Lagrange multipliers. Fi-
nally, numerical experiments are implemented, and the preliminary numerical
results show that the proposed method is feasible and effective.
KEY WORDS: complementarity constraints; optimization; relaxed method;
const
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