Solving MPCC problem with the hyperbolic penalty function

• Autor(es): Monteiro, M. Teresa T. ; Melo, Teófilo ; Matias, João
• Data: 2011
• Identificador Persistente: http://hdl.handle.net/1822/15160
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): Penalty technique; MPCC; SQP; NLP
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.