A penalty method and a regularization strategy to solve MPCC

DOI10.1080/00207160903349580zbMath1211.65075MaRDI 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

algorithms; sequential quadratic programming; numerical examples; nonlinear programming; mathematical programs with complementarity constraints; regularization schemes; penalty techniques

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90C55: Methods of successive quadratic programming type

Related Items

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.