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https://hdl.handle.net/10316/7719
Title: | Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints | Authors: | Júdice, J. Sherali, H. Ribeiro, I. Faustino, A. |
Issue Date: | 2007 | Citation: | Journal of Optimization Theory and Applications. 134:3 (2007) 467-481 | Abstract: | 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. | URI: | https://hdl.handle.net/10316/7719 | DOI: | 10.1007/s10957-007-9231-z | Rights: | openAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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