Numerical optimization experiments using the hyperbolic smoothing strategy to s...

• Autor(es): Melo, Teófilo ; Matias, João ; Monteiro, M. Teresa T.
• Data: 2013
• Identificador Persistente: http://hdl.handle.net/1822/26641
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): complementarity constraints; hyperbolic smoothing; SQP
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

In this work we solve Mathematical Programs with Complementarity Constraints using the hyperbolic smoothing strategy. Under this approach, the complementarity condition is relaxed through the use of the hyperbolic smoothing function, involving a positive parameter that can be decreased to zero. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.