Solving MPCC problem with the hyperbolic penalty function

Bibliographic Details
Main Author: Melo, Teófilo
Publication Date: 2011
Other Authors: Monteiro, Teresa, Matias, João
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/10400.22/1786
Summary: The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.
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spelling Solving MPCC problem with the hyperbolic penalty functionMPCCPenalty techniqueSQPNLPThe main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.American Institute of PhysicREPOSITÓRIO P.PORTOMelo, TeófiloMonteiro, TeresaMatias, João2013-07-23T14:14:54Z20112011-01-01T00:00:00Zconference objectinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/10400.22/1786eng978-0-7354-0956-90094-243X (print)info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2025-03-07T10:26:57Zoai:recipp.ipp.pt:10400.22/1786Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-29T00:54:55.522724Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Solving MPCC problem with the hyperbolic penalty function
title Solving MPCC problem with the hyperbolic penalty function
spellingShingle Solving MPCC problem with the hyperbolic penalty function
Melo, Teófilo
MPCC
Penalty technique
SQP
NLP
title_short Solving MPCC problem with the hyperbolic penalty function
title_full Solving MPCC problem with the hyperbolic penalty function
title_fullStr Solving MPCC problem with the hyperbolic penalty function
title_full_unstemmed Solving MPCC problem with the hyperbolic penalty function
title_sort Solving MPCC problem with the hyperbolic penalty function
author Melo, Teófilo
author_facet Melo, Teófilo
Monteiro, Teresa
Matias, João
author_role author
author2 Monteiro, Teresa
Matias, João
author2_role author
author
dc.contributor.none.fl_str_mv REPOSITÓRIO P.PORTO
dc.contributor.author.fl_str_mv Melo, Teófilo
Monteiro, Teresa
Matias, João
dc.subject.por.fl_str_mv MPCC
Penalty technique
SQP
NLP
topic MPCC
Penalty technique
SQP
NLP
description The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function [1] is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC [2] are tested and a comparative study is performed.
publishDate 2011
dc.date.none.fl_str_mv 2011
2011-01-01T00:00:00Z
2013-07-23T14:14:54Z
dc.type.driver.fl_str_mv conference object
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.22/1786
url http://hdl.handle.net/10400.22/1786
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 978-0-7354-0956-9
0094-243X (print)
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv American Institute of Physic
publisher.none.fl_str_mv American Institute of Physic
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
_version_ 1833600754061934592

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