A smoothing penalty method for mathematical programs with equilibrium constraints

Simple item page
dc.contributor.authorZhu, Jiaping.en_US
dc.contributor.supervisorYe, Juan Juan|Lu, Wu-Sheng.en_US
dc.date.accessioned2008-04-10T06:05:11Z
dc.date.available2008-04-10T06:05:11Z
dc.date.copyright2005en_US
dc.date.issued2008-04-10T06:05:11Z
dc.degree.departmentDepartment of Mathematics and Statistics
dc.description.abstractIn 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)en_US
dc.identifier.urihttp://hdl.handle.net/1828/821
dc.subject.lcshSmoothing (Numerical analysis)en_US
dc.subject.lcshMathematics -- Data processingen_US
dc.titleA smoothing penalty method for mathematical programs with equilibrium constraintsen_US

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
zhu_2005.pdf
Size:
950.41 KB
Format:
Adobe Portable Document Format
Download

Collections

Electronic Theses and Dissertations (ETD)
 
University of Victoria Libraries

We acknowledge and respect the Lək̓ʷəŋən (Songhees and Esquimalt) Peoples on whose territory the university stands, and the Lək̓ʷəŋən and W̱SÁNEĆ Peoples whose historical relationships with the land continue to this day.