Publicação
Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints
| 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. |
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| Autores principais: | Melo, Teófilo |
| Outros Autores: | Matias, João; Monteiro, Teresa |
| Assunto: | MPCC Regularization scheme Complementarity constraints SQP |
| Ano: | 2013 |
| País: | Portugal |
| Tipo de documento: | documento de conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Instituto Politécnico do Porto |
| Idioma: | inglês |
| Origem: | Repositório Científico do Instituto Politécnico do Porto |
| 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. |
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