Solving MPCC problem with the hyperbolic penalty function


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

23/07/2013

23/07/2013

2011

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)

http://hdl.handle.net/10400.22/1786

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