Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints
Data(s) |
05/08/2013
05/08/2013
2013
|
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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 |
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 |