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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
Document Type: Artigo em Revista Científica Internacional
Rights: restrictedAccess
Appears in Collections:FEUP - Artigo em Revista Científica Internacional

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