A smoothing penalty method for mathematical programs with equilibrium constraints
DSpace at University of Victoria
View Archive Info| Field | Value | |
| Creator |
Zhu, Jiaping.
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| Date |
2008-04-10T06:05:11Z
2008-04-10T06:05:11Z 2005 2008-04-10T06:05:11Z |
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| Identifier |
http://hdl.handle.net/1828/821
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| Description |
In this thesis, a new smoothing penalty algorithm is introduced to solve a mathematical program with equilibrium constraints (MPEC). By smoothing the exact penalty function, an MPEC is reformulated as a series of subprograms which belong to a class of MPECs with simple linear complementarity constraints. To deal with the subproblems, a hybrid algorithm is proposed, which combines the active set algorithm, the 6-active search algorithm and the PSQP algorithm. It is shown that the smoothing penalty algorithm converges globally to a M-stationary point of MPEC under weak conditions. Supervisor: Dr. Jane Ye (Department of Mathematics and Statistics) Co-Supervisor: Dr. Wu-Sheng Lu (Department of Electrical and Computer Engineering)
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| Subject |
Smoothing (Numerical analysis)
Mathematics -- Data processing |
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| Title |
A smoothing penalty method for mathematical programs with equilibrium constraints
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| Contributor |
Ye, Juan Juan|Lu, Wu-Sheng.
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