Orateur
Prof.
Mounir HADDOU
(Centre de mathématiques Institut National des Sciences Appliquées de Rennes, France.)
Description
We propose a new family of relaxation schemes for mathematical programs with complementarity
constraints that extends the relaxations converging to an M-stationary point.
We discuss the properties of the sequence of relaxed non-linear programs as well as stationarity
properties of limiting points. We prove under a new and weak constraint qualification, that
our relaxation schemes have the desired property of converging to an M-stationary point.
Unfortunately, in practice, relaxed problems are only solved up to approximate stationary
points and the guarantee of convergence to an M-stationary point is lost.
We define a new strong approximate stationarity condition and prove that we can maintain
our guarantee of convergence and attain the desired goal of computing an M-stationary point.
A comprehensive numerical comparison between existing relaxations methods is performed
and shows promising results for our new methods.
We also propose di↵erent extensions to tackle MPVC ( vanishing constraints) and MOCC
(cardinality constraints) problems.
Auteur principal
Prof.
Mounir HADDOU
(Centre de mathématiques Institut National des Sciences Appliquées de Rennes, France.)