SMOOTHING METHODS FOR COMPLEMENTARITY PROBLEMS AND THEIR APPLICATIONS : A SURVEY

We present an introduction to a class of smoothing methods for complementarity problems and their applications. We first discuss the features that characterize the smoothing methods for cornplementarity problems. We then outline the algorithms and convergence analysis. We finally give a brief view of smoothing methods for variational inequalities, semi-infinite programs, constrained optimization problems and mathematical programming with equilibrium constraints.

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