A globally convergent algorithm for MPCC

DOI10.1007/s13675-015-0044-9zbMath1326.49050MaRDI QIDQ748600

Jean-Pierre Dussault, Abdelhamid Benchakroun, Abdeslam Kadrani

Publication date: 29 October 2015

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-015-0044-9

zbMATH Keywords

global convergence; regularization; penalization; nonlinear programming; complementarity constraints

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

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

90C52: Methods of reduced gradient type

Uses Software

• Scilab
• AMPL
• MacMPEC