NLP solvers have been used to solve a range of MPCC, in particular,
SQP methods have been very successful. Based on SQP technique, the idea is to
expand the filter method to the MPCC context, implementing a filter with three
components to be able to consider the complementarity violation. Approaches like
regularization schemes and penalty functions have been implemented and the preliminary
numerical results seem very promising. A theoretical study must be provided.
This analysis will be applied to SIP. Identifying real problems that can be formulated
as MPCC and making their mathematical model available to the scientific community
for software testing purposes is another future challenge. |
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