Combining the regularization strategy and the SQP to solve MPCC -- a MATLAB implementation

DOI10.1016/J.CAM.2010.05.008zbMath1226.65057arXiv1510.05925OpenAlexW2097734392MaRDI QIDQ719421

M. Teresa T. Monteiro, Helena Sofia Rodrigues

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

zbMATH Keywords

algorithmssequential quadratic programmingnumerical examplesnonlinear programmingmathematical program with complementarity constraintsregularization schemeMangasarian-Fromovitz constraint qualification

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (1)

Tikhonov regularization for mathematical programs with generalized complementarity constraints

Uses Software

• AMPL
• Ipopt
• Unnamed Item

Cites Work

• Unnamed Item
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• 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
• Mathematical programs with complementarity constraints in traffic and telecommunications networks
• Benchmarking optimization software with performance profiles.

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