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论文类型：期刊论文
发表时间：2021-01-11
发表刊物：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
卷号：9
期号：3
页面范围：561-577
ISSN号：1547-5816
关键字：Log-exponential regularization; mathematical program with general vertical complementarity constraints; Stackelberg game
摘要：Based on the log-exponential function, a regularization method is proposed for solving a mathematical program with general vertical complementarity constraints (MPVCC) considered by Scheel and Scholtes (Math. Oper. Res. 25: 1-22, 2000). With some known smoothing properties of the log-exponential function, a difficult MPVCC is reformulated as a smooth non-linear programming problem, which becomes solvable by using available non-linear optimization software. Detailed convergence analysis of this method is investigated and the results obtained generalize conclusions in Yin and Zhang (Math. Meth. Oper. Res. 64: 255-269, 2006). An example of Stackelberg game is illustrated to show the application of this method.