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

• Author(s): Melo, Teófilo ; Matias, João ; Monteiro, M. Teresa T.
• Date: 2013
• Persistent ID: http://hdl.handle.net/1822/26641
• Origin: RepositóriUM - Universidade do Minho
• Subject(s): complementarity constraints; hyperbolic smoothing; SQP
• Document Type: Conference Object
• Language: English

Description

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.