Numerical experiments with a modified regularization scheme for mathematical programs with complementarity constraints

Melo, Teófilo; Matias, João; Monteiro, Teresa

http://hdl.handle.net/10400.22/1831

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Authors

Melo, Teófilo

Matias, João

Monteiro, Teresa

Abstract(s)

On this paper we present a modified regularization scheme for Mathematical Programs with Complementarity Constraints. In the regularized formulations the complementarity condition is replaced by a constraint involving a positive parameter that can be decreased to zero. In our approach both the complementarity condition and the nonnegativity constraints are relaxed. An iterative algorithm is implemented in MATLAB language and a set of AMPL problems from MacMPEC database were tested.