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Pré-Publication, Document De Travail Année : 2016

The New Butterfly Relaxation Method for Mathematical Programs with Complementarity Constraints

Résumé

We propose a new family of relaxation schemes for mathematical program with complementarity constraints that extends the relaxations of Kadrani, Dussault, Bechakroun from 2009 and the one of Kanzow & Schwartz from 2011. We discuss the properties of the sequence of relaxed non-linear program as well as stationarity properties of limiting points. A sub-family of our relaxation schemes has the desired property of converging to an M-stationary point. We introduce a new constraint qualication to prove convergence of our method, which is the weakest known constraint qualication that ensures bounded-ness of the sequence generated by the method. A comprehensive numerical comparison between existing relaxations methods is performed on the library of test problems MacMPEC and shows promising results for our new method.
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Dates et versions

hal-01525399 , version 1 (20-05-2017)
hal-01525399 , version 2 (03-07-2017)
hal-01525399 , version 3 (20-04-2018)
hal-01525399 , version 4 (01-10-2018)
hal-01525399 , version 5 (23-10-2023)

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Citer

Jean-Pierre Dussault, Mounir Haddou, Tangi Migot. The New Butterfly Relaxation Method for Mathematical Programs with Complementarity Constraints. 2016. ⟨hal-01525399v5⟩
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