Solving mathematical programs with complementarity constraints with nonlinear solvers
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 th...
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| Format: | conferencePaper |
| Language: | eng |
| Published: |
2006
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| Online Access: | http://hdl.handle.net/1822/10838 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/10838 |
| 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. |
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