Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints
On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the compl...
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| Outros Autores: | , |
| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2013
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/1831 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/1831 |
| Resumo: | On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested. |
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