Interior Methods for Mathematical Programs with Complementarity Constraints

DOI10.1137/040621065zbMath1112.90095OpenAlexW2112838397MaRDI QIDQ5470244

Gabriel Lopez-Calva, Sven Leyffer, Nocedal, Jorge

Publication date: 30 May 2006

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040621065

zbMATH Keywords

nonlinear programminginterior-point methodscomplementarity constraintsequilibrium constraintsexact penaltymathematical programs with complementarity constraints

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) Interior-point methods (90C51)

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Uses Software

• MacMPEC

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