9-11 July 2018
Ho Chi Minh City University of Science
Asia/Ho_Chi_Minh timezone

On relaxation Methods for Mathematical Programs with Complementarity Constraints

9 Jul 2018, 10:00
1h
Ho Chi Minh City University of Science

Ho Chi Minh City University of Science

227 Nguyễn Văn Cừ, Phường 4, T.P. Hồ Chí Minh

Speaker

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.

Primary author

Prof. Mounir HADDOU (Centre de mathématiques Institut National des Sciences Appliquées de Rennes, France.)

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