Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints

• Type: Article in International Scientific Journal
• Date: 2007

Authors

J. J. Júdice (Author) Other; H. D. Sherali (Author) Other; I. M. Ribeiro (Author) FEUP; A. M. Faustino (Author) Other

Journal

Title: Journal of Optimization Theory and Applications

Vol. 134 No. 3

Pages: 467-481

ISSN: 0022-3239

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 12 Citations

Scopus - 14 Citations

Scientific classification

FOS: Engineering and technology > Industrial biotechnology

Other information

Authenticus ID: P-004-7YA

DOI: 10.1007/s10957-007-9231-z

Abstract (EN): In this paper, an algorithm for solving a mathematical programming problem with complementarity (or equilibrium) constraints (MPEC) is introduced, which uses the active-set methodology while maintaining the complementarity restrictions throughout the procedure. Finite convergence of the algorithm to a strongly stationary point of the MPEC is established under reasonable hypotheses. The algorithm can be easily implemented by adopting any active-set code for nonlinear programming. Computational experience is included to highlight the efficacy of the proposed method in practice.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 15