Solving MPCC problem with the hyperbolic penalty function
Data(s) |
23/07/2013
23/07/2013
2011
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Resumo |
The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed. |
Identificador |
http://dx.doi.org/10.1063/1.3636844 978-0-7354-0956-9 0094-243X (print) |
Idioma(s) |
eng |
Publicador |
American Institute of Physic |
Relação |
http://scitation.aip.org/content/aip/proceeding/aipcp/10.1063/1.3636844 |
Direitos |
openAccess |
Palavras-Chave | #MPCC #Penalty technique #SQP #NLP |
Tipo |
conferenceObject |