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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Detalhes bibliográficos
Autor principal: Melo, Teófilo (author)
Outros Autores: Matias, João (author), Monteiro, Teresa (author)
Formato: conferenceObject
Idioma:eng
Publicado em: 2013
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/1829
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/1829
Descrição
Resumo: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.