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Solving Mathematical Programs with Complementarity Constraints with Nonlinear Solvers

In: Recent Advances in Optimization

Author

Listed:
  • Helena Sofia Rodrigues

    (University of Minho)

  • M. Teresa T. Monteiro

    (University of Minho)

Abstract

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.

Suggested Citation

  • Helena Sofia Rodrigues & M. Teresa T. Monteiro, 2006. "Solving Mathematical Programs with Complementarity Constraints with Nonlinear Solvers," Lecture Notes in Economics and Mathematical Systems, in: Alberto Seeger (ed.), Recent Advances in Optimization, pages 415-424, Springer.
    • Handle: RePEc:spr:lnechp:978-3-540-28258-7_24
    DOI: 10.1007/3-540-28258-0_24
    as

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