By Melo, T.; Monteiro, M.T.T.; Matias, J.
AIP Conference Proceedings
The main goal of this work is to solve mathematical program with complementarity constraints (MPCC) using nonlinear programming techniques (NLP). An hyperbolic penalty function is used to solve MPCC problems by including the complementarity constraints in the penalty term. This penalty function  is twice continuously differentiable and combines features of both exterior and interior penalty methods. A set of AMPL problems from MacMPEC  are tested and a comparative study is performed.