Solving mathematical programs with complementarity constraints with nonlinear solvers

By Rodrigues, H.S.; Monteiro, M.T.T.

Lecture Notes in Economics and Mathematical Systems

2006

Abstract

MPCC can be solved with specific MPCC codes or in its nonlinear equivalent formulation (NLP) using NLP solvers. Two NLP solvers - NPSOL and the line search filter SQP - are used to solve a collection of test problems in AMPL. Both are based on SQP (Sequential Quadratic Programming) philosophy but the second one uses a line search filter scheme.

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