Complementarity constraints as nonlinear equations: Theory and numerical experience

Sven Leyffer ()
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Sven Leyffer: Argonne National Laboratory

A chapter in Optimization with Multivalued Mappings, 2006, pp 169-208 from Springer

Abstract: Summary Recently, it has been shown that mathematical programs with complementarity constraints (MPCCs) can be solved efficiently and reliably as nonlinear programs. This paper examines various nonlinear formulations of the complementarity constraints. Several nonlinear complementarity functions are considered for use in MPCC. Unlike standard smoothing techniques, however, the reformulations do not require the control of a smoothing parameter. Thus they have the advantage that the smoothing is exact in the sense that Karush-Kuhn-Tucker points of the reformulation correspond to strongly stationary points of the MPCC. A new exact smoothing of the well-known min function is also introduced and shown to possess desirable theoretical properties. It is shown how the new formulations can be integrated into a sequential quadratic programming solver, and their practical performance is compared on a range of test problems.

Keywords: Nonlinear programming; SQP; MPCC; complementarity constraints; NCP functions (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/0-387-34221-4_9

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