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Lifting mathematical programs with complementarity constraints

Stein, O.

We present a new smoothing approach for mathematical programs with complementarity constraints, based on the orthogonal projection of a smooth manifold. We study regularity of the lifted feasible set and, since the corresponding optimality conditions are inherently degenerate, introduce a regularization approach involving a novel concept of tilting stability. A correspondence between the C-index in the original problem and the quadratic index in the lifted problem is shown. In particular, a local minimizer of the mathematical program with complementarity constraints may numerically be found by minimization of the lifted, smooth problem. We report preliminary computational experience with the lifting approach.

DOI: 10.1007/s10107-010-0345-y
Zitationen: 17
Web of Science
Zitationen: 19
Zugehörige Institution(en) am KIT Institut für Operations Research (IOR)
Publikationstyp Zeitschriftenaufsatz
Publikationsjahr 2012
Sprache Englisch
Identifikator ISSN: 0025-5610
KITopen-ID: 1000027502
Erschienen in Mathematical Programming
Band 131
Heft 1-2
Seiten 71-94
Nachgewiesen in Web of Science
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