2004. “Convergence of a penalty method for mathematical programming with complementarity constraints

Abstract. We adapt the convergence analysis of smoothing (Ref. 1) and regularization (Ref. 2) methods to a penalty framework for mathematical programs with complementarity constraints (MPCC), and show that the penalty framework shares similar convergence prop-erties to these methods. Moreover, we give sufficient conditions for a sequence generated by the penalty framework to be attracted to a B-stationary point of the MPCC