Numerical experiments with a modified regularization scheme for mathematical pr...

• Author(s): Melo, Teófilo ; Matias, João ; Monteiro, M. Teresa T.
• Date: 2013
• Persistent ID: http://hdl.handle.net/1822/26639
• Origin: RepositóriUM - Universidade do Minho
• Subject(s): complementarity constraints; regularization scheme; SQP
• Document Type: Conference Object
• Language: English

Description

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.