Document details

Solving mathematical programs with complementarity constraints with nonlinear s...

Author(s): Rodrigues, Helena Sofia cv logo 1 ; Monteiro, M. Teresa T. cv logo 2

Date: 2006

Persistent ID: http://hdl.handle.net/1822/10838

Origin: RepositóriUM - Universidade do Minho


Description
MPCC can be solved with specific MPCC codes or in its nonlinear equivalent formulation (NLP) using NLP solvers. Two NLP solvers - NPSOL and the line search filter SQP - are used to solve a collection of test problems in AMPL. Both are based on SQP (Sequential Quadratic Programming) philosophy but the second one uses a line search filter scheme.
Document Type Part of book or chapter of book
Language English
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