A penalty method for solving the MPCC problem

• Autor(a) principal: Melo, Teófilo
• Data de Publicação: 2016
• Outros Autores: Matias, João L. H., Monteiro, Teresa T.
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
• Texto Completo: http://hdl.handle.net/10400.22/10196

The main goal of this work is to solve Mathematical Program with Complementarity Constraints (MPCC) using the penalty technique from the nonlinear optimization. The hyperbolic penalty method is used to solve the nonlinear reformulation of the MPCC in which the complementarity constraints are gathered into a single constraint and included in the penalty function. Three algorithms were implemented in MATLAB language using the penalty technique, two of them use the hyperbolic penalty method in two different approaches and the other implements the l1 penalty. Numerical experiments are performed using a set of AMPL test problems from the MacMPEC database. A performance comparative analysis with respect to some metrics is carried out.