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  MPCC - Mathematical Program with Complementarity Constraints  
 

 

   

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.

 

Research Team

 

M. Teresa T. Monteiro
A. Ismael F. Vaz

 

   

Publications

 

   

Theses

 

Rodrigues, H.S.F., Problema de Optimização com Restrições de Complementaridade: uma aplicação ao mercado de energia eléctrica, MSc thesis, Universidade do Minho, 2006, supervisor: Monteiro, M.T.T.

Meira, J.F.P., Estudo e implementação de funções de penalidade e esquemas de regularização na resolução de Problemas de Optimização com Restrições de Complementaridade, Universidade do Minho, MSc thesis, supervisor: Monteiro, M.T.T. (ongoing).

Antunes, A.M.S., Método dos filtros na resolução de problemas com restrições de complementaridade. Universidade do Minho, PhD thesis, supervisor: Monteiro, M.T.T. (ongoing).

 

   

Poster

     

 

 
 
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