A penalty method and a regularization strategy to solve MPCC. (English) Zbl 1211.65075
Summary: The goal of this paper is to solve mathematical programs with complementarity constraints (MPCC) using nonlinear programming techniques. This work presents two algorithms based on several nonlinear techniques such as sequential quadratic programming, penalty techniques and regularization schemes. A set of modeling language for mathematical programming problems is tested and the computational experience shows that both algorithms are effective.
MSC:
| 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 |
Keywords:
numerical examples; mathematical programs with complementarity constraints; nonlinear programming; algorithms; sequential quadratic programming; penalty techniques; regularization schemesSoftware:
AMPLReferences:
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