Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints

Detalhes bibliográficos
Autor(a) principal: Júdice, J.
Data de Publicação: 2007
Outros Autores: Sherali, H., Ribeiro, I., Faustino, A.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/7719
https://doi.org/10.1007/s10957-007-9231-z
Resumo: 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.
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spelling Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium ConstraintsAbstract 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.2007info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7719http://hdl.handle.net/10316/7719https://doi.org/10.1007/s10957-007-9231-zengJournal of Optimization Theory and Applications. 134:3 (2007) 467-481Júdice, J.Sherali, H.Ribeiro, I.Faustino, A.info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2021-10-26T13:29:19Zoai:estudogeral.uc.pt:10316/7719Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:43.283354Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
title Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
spellingShingle Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
Júdice, J.
title_short Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
title_full Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
title_fullStr Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
title_full_unstemmed Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
title_sort Complementarity Active-Set Algorithm for Mathematical Programming Problems with Equilibrium Constraints
author Júdice, J.
author_facet Júdice, J.
Sherali, H.
Ribeiro, I.
Faustino, A.
author_role author
author2 Sherali, H.
Ribeiro, I.
Faustino, A.
author2_role author
author
author
dc.contributor.author.fl_str_mv Júdice, J.
Sherali, H.
Ribeiro, I.
Faustino, A.
description 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.
publishDate 2007
dc.date.none.fl_str_mv 2007
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/7719
http://hdl.handle.net/10316/7719
https://doi.org/10.1007/s10957-007-9231-z
url http://hdl.handle.net/10316/7719
https://doi.org/10.1007/s10957-007-9231-z
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Journal of Optimization Theory and Applications. 134:3 (2007) 467-481
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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