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Solving MPCC problem with the hyperbolic penalty function

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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.
Autores principais:Monteiro, M. Teresa T.
Outros Autores:Melo, Teófilo M. M.; Matias, João
Assunto:Penalty technique MPCC SQP NLP
Ano:2011
País:Portugal
Tipo de documento:comunicação em conferência
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
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author Monteiro, M. Teresa T.
author2 Melo, Teófilo M. M.
Matias, João
author2_role author
author
author_facet Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
author_role author
contributor_name_str_mv RepositóriUM - Universidade do Minho
country_str PT
creators_json_txt [{\"Person.name\":\"Monteiro, M. Teresa T.\"},{\"Person.name\":\"Melo, Teófilo M. M.\"},{\"Person.name\":\"Matias, João\"}]
datacite.contributors.contributor.contributorName.fl_str_mv RepositóriUM - Universidade do Minho
datacite.creators.creator.creatorName.fl_str_mv Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
datacite.date.Accepted.fl_str_mv 2011-01-01T00:00:00Z
datacite.date.available.fl_str_mv 2011-12-13T17:21:21Z
datacite.date.embargoed.fl_str_mv 2011-12-13T17:21:21Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv Penalty technique
MPCC
SQP
NLP
datacite.titles.title.fl_str_mv Solving MPCC problem with the hyperbolic penalty function
dc.contributor.none.fl_str_mv RepositóriUM - Universidade do Minho
dc.creator.none.fl_str_mv Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
dc.date.Accepted.fl_str_mv 2011-01-01T00:00:00Z
dc.date.available.fl_str_mv 2011-12-13T17:21:21Z
dc.date.embargoed.fl_str_mv 2011-12-13T17:21:21Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv https://hdl.handle.net/1822/15160
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv AIP Publishing
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv Penalty technique
MPCC
SQP
NLP
dc.title.fl_str_mv Solving MPCC problem with the hyperbolic penalty function
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_5794
description 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.
dirty 0
eu_rights_str_mv openAccess
format conferencePaper
fulltext.url.fl_str_mv https://repositorium.uminho.pt/bitstreams/2c53c194-d4db-4dfc-a088-8716e4d8368a/download
id rum_bf5fa3adb7a8b2a72b7cd8f39cfd8c45
identifier.url.fl_str_mv https://hdl.handle.net/1822/15160
instacron_str repositorium
institution Universidade do Minho
instname_str Universidade do Minho
language eng
network_acronym_str rum
network_name_str RepositóriUM - Universidade do Minho
oai_identifier_str oai:repositorium.uminho.pt:1822/15160
organization_str_mv urn:organizationAcronym:repositorium
person_str_mv Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
publishDate 2011
publisher.none.fl_str_mv AIP Publishing
reponame_str RepositóriUM - Universidade do Minho
repository_id_str urn:repositoryAcronym:rum
service_str_mv urn:repositoryAcronym:rum
spelling engAIP PublishingporThe 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.application/pdfporSolving MPCC problem with the hyperbolic penalty functionMonteiro, M. Teresa T.Melo, Teófilo M. M.Matias, JoãoHostingInstitutionOrganizationalRepositóriUM - Universidade do Minhoe-mailmailto:repositorium@usdb.uminho.ptrepositorium@usdb.uminho.ptISBNIsPartOf9780735409569ISSNIsPartOf0094-243XDOIIsPartOf10.1063/1.36368442011-12-13T17:21:21Z20112011-01-01T00:00:00ZHandlehttps://hdl.handle.net/1822/15160http://purl.org/coar/access_right/c_abf2open accessPenalty techniqueMPCCSQPNLP146262 bytesother research producthttp://purl.org/coar/resource_type/c_5794conference paperhttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://repositorium.uminho.pt/bitstreams/2c53c194-d4db-4dfc-a088-8716e4d8368a/download
spellingShingle Solving MPCC problem with the hyperbolic penalty function
Monteiro, M. Teresa T.
Penalty technique
MPCC
SQP
NLP
status SINGLETON
subject.fl_str_mv Penalty technique
MPCC
SQP
NLP
title Solving MPCC problem with the hyperbolic penalty function
title_full Solving MPCC problem with the hyperbolic penalty function
title_fullStr Solving MPCC problem with the hyperbolic penalty function
title_full_unstemmed Solving MPCC problem with the hyperbolic penalty function
title_short Solving MPCC problem with the hyperbolic penalty function
title_sort Solving MPCC problem with the hyperbolic penalty function
topic Penalty technique
MPCC
SQP
NLP
topic_facet Penalty technique
MPCC
SQP
NLP
url https://hdl.handle.net/1822/15160
visible 1