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Tikhonov regularization for mathematical programs with generalized complementarity constraints
Buong Nguyena, Thi Thuy Hoa Nguyenb a Vietnamese Academy of Science and Technology, Institute of Information Technology, 18, Hoang Quoc Viet, Hanoi, Vietnam
b Hanoi College of Home Affairs, 36, Xuanla, Tayho, Hanoi, Vietnam
Abstract:
In this paper, in order to solve mathematical programs with generalized nonlinear comple-mentarity constraints, we present a new regularization method of Tikhonov type, based on regularizing an optimization problem with equality constraints. The stability and convergence of the regularized solutions are considered. Numerical examples are given for illustration.
Key words:
convex set, Tikhonov regularization, optimization problem with equality constraints.
Received: 03.03.2014 Revised: 28.04.2014
Citation:
Buong Nguyen, Thi Thuy Hoa Nguyen, “Tikhonov regularization for mathematical programs with generalized complementarity constraints”, Zh. Vychisl. Mat. Mat. Fiz., 55:4 (2015), 574; Comput. Math. Math. Phys., 55:4 (2015), 564–571
Linking options:
https://www.mathnet.ru/eng/zvmmf10184 https://www.mathnet.ru/eng/zvmmf/v55/i4/p574
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