A penalty method and a regularization strategy to solve MPCC

نویسندگان

  • M. Teresa T. Monteiro
  • José Filipe P. Meira
چکیده

The goal of this paper is to solve Mathematical Program with Complementarity Constraints (MPCC) using nonlinear programming (NLP) techniques. This work presents two algorithms based on several nonlinear techniques such as Sequential Quadratic Programming (SQP), penalty techniques and regularization schemes. A set of AMPL problems were tested and the computational experience shows that both algorithms are effective.

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عنوان ژورنال:
  • Int. J. Comput. Math.

دوره 88  شماره 

صفحات  -

تاریخ انتشار 2011