Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to...
| Autor principal: | |
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2007
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| Assuntos: | |
| Texto completo: | https://repositorio-aberto.up.pt/handle/10216/92221 |
| País: | Portugal |
| Oai: | oai:repositorio-aberto.up.pt:10216/92221 |