Improved convergence properties of the Lin-Fukushima-Regularization method for mathematical programs with complementarity constraints
Tim Hoheisel, Christian Kanzow, Alexandra K. Schwartz · Numerical Algebra Control and Optimization · 2011
We consider a regularization method for the numerical solution of mathematical programs with complementarity constraints (MPCC) introduced by Gui-Hua Lin and Masao Fukushima. Existing convergence results are improved in the sense that the MPCC-LICQ assumption is replaced by the weaker MPCC-MFCQ. Moreover, some preliminary numerical results are presented in order to illustrate the theoretical improvements.