Solving MPCC problem with the hyperbolic penalty function

Bibliographic Details
Main Author: Monteiro, M. Teresa T.
Publication Date: 2011
Other Authors: Melo, Teófilo M. M., Matias, João
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/1822/15160
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 functionPenalty techniqueMPCCSQPNLPScience & TechnologyThe 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.AIP PublishingUniversidade do MinhoMonteiro, M. Teresa T.Melo, Teófilo M. M.Matias, João20112011-01-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/15160eng97807354095690094-243X10.1063/1.3636844info: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:RCAAP2024-05-11T05:12:37Zoai:repositorium.sdum.uminho.pt:1822/15160Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T15:11:27.653228Repositórios 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
Monteiro, M. Teresa T.
Penalty technique
MPCC
SQP
NLP
Science & Technology
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 Monteiro, M. Teresa T.
author_facet Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
author_role author
author2 Melo, Teófilo M. M.
Matias, João
author2_role author
author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Monteiro, M. Teresa T.
Melo, Teófilo M. M.
Matias, João
dc.subject.por.fl_str_mv Penalty technique
MPCC
SQP
NLP
Science & Technology
topic Penalty technique
MPCC
SQP
NLP
Science & Technology
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
dc.type.driver.fl_str_mv conference paper
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/15160
url http://hdl.handle.net/1822/15160
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 9780735409569
0094-243X
10.1063/1.3636844
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 AIP Publishing
publisher.none.fl_str_mv AIP Publishing
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_ 1833595154309578752

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