Numerical optimization experiments using the hyperbolic smoothing strategy to solve MPCC

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 i...

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Bibliographic Details
Main Author: Melo, Teófilo (author)
Other Authors: Matias, João (author), Monteiro, Teresa (author)
Format: conferenceObject
Language:eng
Published: 2013
Subjects:
MPCC
NPL
SQP
Complementarity constraints
Hyperbolic smoothing
Online Access:http://hdl.handle.net/10400.22/1829
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1829
Description
Summary: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.

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