Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints

@article{Anitescu2005GlobalCO,
  title={Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints},
  author={Mihai Anitescu},
  journal={SIAM Journal on Optimization},
  year={2005},
  volume={16},
  pages={120-145}
}
We prove that any accumulation point of an elastic mode approach, applied to the optimization of a mixed P variational inequality, that approximately solves the relaxed subproblems is a C-stationary point of the problem of optimizing a parametric mixed P variational inequality. If, in addition, the accumulation point satisfies the MPCC-LICQ constraint qualification and if the solutions of the subproblem satisfy approximate second-order sufficient conditions, then the limiting point is an M… CONTINUE READING