Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/10839
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Campo DC | Valor | Idioma |
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dc.contributor.author | Monteiro, M. Teresa T. | - |
dc.contributor.author | Rodrigues, Helena Sofia | - |
dc.date.accessioned | 2010-09-07T13:51:59Z | - |
dc.date.available | 2010-09-07T13:51:59Z | - |
dc.date.issued | 2011-07 | - |
dc.identifier.issn | 5348-5356 | - |
dc.identifier.uri | https://hdl.handle.net/1822/10839 | - |
dc.description.abstract | Mathematical Program with Complementarity Constraints (MPCC) plays a very important role in many fields such as engineering design, economic equilibrium, multilevel game, and mathematical programming theory itself. In theory its constraints fail to satisfy a standard constraint qualification such as the linear independence constraint qualification (LICQ) or the Mangasarian-Fromovitz constraint qualification (MFCQ) at any feasible point. As a result, the developed nonlinear programming theory may not be applied to MPCC class directly. Nowadays, a natural and popular approach is try to find some suitable approximations of an MPCC so that it can be solved by solving a sequence of nonlinear programs. This work aims to solve the MPCC using nonlinear programming techniques, namely the SQP and the regularization scheme. Some algorithms with two iterative processes, the inner and the external, were developed. A set of AMPL problems from MacMPEC database [7] were tested. The algorithms performance comparative analysis was carried out. | por |
dc.language.iso | eng | por |
dc.publisher | Elsevier 1 | por |
dc.rights | openAccess | por |
dc.subject | Mathematical program with complementarity constraints | por |
dc.subject | Sequential quadratic programming | por |
dc.subject | Nonlinear programming | por |
dc.subject | Regularization sheme | por |
dc.subject | Regularization scheme | por |
dc.title | Combining the regularization strategy and the SQP to solve MPCC - A MATLAB implementation | por |
dc.type | article | por |
dc.peerreviewed | yes | por |
oaire.citationStartPage | 5348 | por |
oaire.citationEndPage | 5356 | por |
oaire.citationIssue | 18 | - |
oaire.citationTitle | Journal of Computational and Applied Mathematics | - |
oaire.citationVolume | 235 | - |
dc.identifier.doi | 10.1016/j.cam.2010.05.008 | - |
dc.subject.wos | Science & Technology | por |
sdum.journal | Journal of Computational and Applied Mathematics | por |
Aparece nas coleções: | LES/ALG - Artigos em revistas científicas internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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combining the regularization strategy and the SQP to solve MPCC.pdf | Documento principal | 182,24 kB | Adobe PDF | Ver/Abrir |