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A LOG-EXPONENTIAL REGULARIZATION METHOD FOR A MATHEMATICAL PROGRAM WITH GENERAL VERTICAL COMPLEMENTARITY CONSTRAINTS

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Indexed by:期刊论文
Journal:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
Volume:9
Issue:3
Page Number:561-577
ISSN No.:1547-5816
Key Words:Log-exponential regularization; mathematical program with general vertical complementarity constraints; Stackelberg game
Abstract: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.
Date of Publication:2021-01-11

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