Author(s):
Júdice, J. 
; Sherali, H. ; Ribeiro, I. ; Faustino, A.
Date: 2007
Persistent ID: http://hdl.handle.net/10316/7719
Origin: Estudo Geral - Universidade de Coimbra
Document details
Complementarity Active-Set Algorithm for Mathematical Programming Problems with...
Description
Abstract In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to a strongly stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be easily implemented by adopting any active-set code for nonlinear programming. Computational experience is included to highlight the efficacy of the proposed method in practice. http://dx.doi.org/10.1007/s10957-007-9231-z
Abstract In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to a strongly stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be easily implemented by adopting any active-set code for nonlinear programming. Computational experience is included to highlight the efficacy of the proposed method in practice. http://dx.doi.org/10.1007/s10957-007-9231-z
Document Type
Article
Language English
Language English
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