Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints


Autoria(s): Melo, Teófilo; Matias, João; Monteiro, Teresa
Data(s)

05/08/2013

05/08/2013

2013

Resumo

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.

Identificador

978-972-745-154-8

http://hdl.handle.net/10400.22/1831

Idioma(s)

eng

Publicador

Associação Portuguesa de Investigação Operacional

Instituto Politécnico de Bragança. Escola Superior de Tecnologia e Gestão

Relação

XVI Congresso da Associação Portuguesa de Investigação Operacional

http://www.io2013.ipb.pt/

Direitos

openAccess

Palavras-Chave #MPCC #Regularization scheme #Complementarity constraints #SQP
Tipo

conferenceObject