Solving Mathematical Programs with Complementarity Constraints with Nonlinear Solvers

Helena Sofia Rodrigues () and M. Teresa T. Monteiro ()
Additional contact information
Helena Sofia Rodrigues: University of Minho
M. Teresa T. Monteiro: University of Minho

A chapter in Recent Advances in Optimization, 2006, pp 415-424 from Springer

Abstract: Summary 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.

Keywords: Line Search; Merit Function; Complementarity Constraint; Order Optimality Condition; Mathematical Program With Complementarity Constraint (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28258-7_24

Ordering information: This item can be ordered from
http://www.springer.com/9783540282587

DOI: 10.1007/3-540-28258-0_24

Access Statistics for this chapter

More chapters in Lecture Notes in Economics and Mathematical Systems from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().