Publication

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

Bibliographic Details
Summary:	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.
Subject:	Industrial biotechnology Biotecnologia industrial
Country:	Portugal
Document type:	journal article
Access type:	Restricted
Associated institution:	Repositório Aberto da Universidade do Porto
Language:	English
Origin:	Repositório Aberto da Universidade do Porto

Description
Summary:	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.