In this thesis, a new smoothing penalty algorithm is introduced to solve a mathematical program with equilibrium constraints (MPEC). By smoothing the exact penalty function, an MPEC is reformulated as a series of subprograms which belong to a class of MPECs with simple linear complementarity constraints. To deal with the subproblems, a hybrid algorithm is proposed, which combines the active set algorithm, the 6-active search algorithm and the PSQP algorithm. It is shown that the smoothing penalty algorithm converges globally to a M-stationary point of MPEC under weak conditions. Supervisor: Dr. Jane Ye (Department of Mathematics and Statistics) Co-Supervisor: Dr. Wu-Sheng Lu (Department of Electrical and Computer Engineering)
| Identifer | oai:union.ndltd.org:uvic.ca/oai:dspace.library.uvic.ca:1828/821 |
| Date | 10 April 2008 |
| Creators | Zhu, Jiaping. |
| Contributors | Ye, Juan Juan|Lu, Wu-Sheng. |
| Source Sets | University of Victoria |
| Detected Language | English |
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