A penalty method for solving the MPCC problem
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Outros Autores: | , |
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 |
Resumo: | 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. |
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A penalty method for solving the MPCC problemThe 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.Ilirias PublicationsRepositório Científico do Instituto Politécnico do PortoMelo, TeófiloMatias, João L. H.Monteiro, Teresa T.2017-08-07T10:16:56Z20162016-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.22/10196eng10.1080/00207160903349580metadata only accessinfo: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:RCAAP2023-03-13T12:51:45Zoai:recipp.ipp.pt:10400.22/10196Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:30:40.915822Repositório 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 |
A penalty method for solving the MPCC problem |
title |
A penalty method for solving the MPCC problem |
spellingShingle |
A penalty method for solving the MPCC problem Melo, Teófilo |
title_short |
A penalty method for solving the MPCC problem |
title_full |
A penalty method for solving the MPCC problem |
title_fullStr |
A penalty method for solving the MPCC problem |
title_full_unstemmed |
A penalty method for solving the MPCC problem |
title_sort |
A penalty method for solving the MPCC problem |
author |
Melo, Teófilo |
author_facet |
Melo, Teófilo Matias, João L. H. Monteiro, Teresa T. |
author_role |
author |
author2 |
Matias, João L. H. Monteiro, Teresa T. |
author2_role |
author author |
dc.contributor.none.fl_str_mv |
Repositório Científico do Instituto Politécnico do Porto |
dc.contributor.author.fl_str_mv |
Melo, Teófilo Matias, João L. H. Monteiro, Teresa T. |
description |
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. |
publishDate |
2016 |
dc.date.none.fl_str_mv |
2016 2016-01-01T00:00:00Z 2017-08-07T10:16:56Z |
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/10400.22/10196 |
url |
http://hdl.handle.net/10400.22/10196 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
10.1080/00207160903349580 |
dc.rights.driver.fl_str_mv |
metadata only access info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
metadata only access |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Ilirias Publications |
publisher.none.fl_str_mv |
Ilirias Publications |
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 |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799131402543824896 |