A smoothing penalty method for mathematical programs with equilibrium constraints

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2008-04-10T06:05:11Z

Authors

Zhu, Jiaping.

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Abstract

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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