Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/92221
Author(s): J. J. Júdice
H. D. Sherali
I. M. Ribeiro
A. M. Faustino
Title: Complementarity active-set algorithm for mathematical programming problems with equilibrium constraints
Issue Date: 2007
Abstract: 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: Biotecnologia industrial
Industrial biotechnology
Scientific areas: Ciências da engenharia e tecnologias::Biotecnologia industrial
Engineering and technology::Industrial biotechnology
URI: https://repositorio-aberto.up.pt/handle/10216/92221
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Revista Científica Internacional

Files in This Item:
File Description SizeFormat 
68514.pdf
  Restricted Access
1.67 MBAdobe PDF    Request a copy from the Author(s)


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.