A penalty method and a regularization strategy to solve MPCC

DOI10.1080/00207160903349580zbMath1211.65075OpenAlexW2043893154MaRDI QIDQ5391471

José Filipe P. Meira, M. Teresa T. Monteiro

Publication date: 6 April 2011

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1822/15436

zbMATH Keywords

algorithmssequential quadratic programmingnumerical examplesnonlinear programmingmathematical programs with complementarity constraintsregularization schemespenalty techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items (2)

On linear problems with complementarity constraints ⋮ Tikhonov regularization for mathematical programs with generalized complementarity constraints

Uses Software

• AMPL

Cites Work

• Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• Some properties of regularization and penalization schemes for MPECs
• On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Benchmarking optimization software with performance profiles.

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