Convergence of an Inexact Smoothing Method for Mathematical Programs with Equilibrium Constraints
Zhong Wan, Yiju Wang · Numerical Functional Analysis and Optimization · 2006
In this paper, we propose an inexact smoothing continuation method for mathematical problem with complementarity constraints. Under suitable conditions, we establish the convergence of the proposed method by showing that any accumulation point of the generated sequence is a B-stationary point of the problem.