Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation
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Publication:719421
DOI10.1016/j.cam.2010.05.008zbMath1226.65057arXiv1510.05925MaRDI QIDQ719421
Helena Sofia Rodrigues, M. Teresa T. Monteiro
Publication date: 10 October 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.05925
algorithms; sequential quadratic programming; numerical examples; nonlinear programming; mathematical program with complementarity constraints; regularization scheme; Mangasarian-Fromovitz constraint qualification
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
90C55: Methods of successive quadratic programming type
Uses Software