ICCOPT 2013 Talk, Room 1.4, Wednesday, July 31, 16:30-18:00

 Speaker: Matthieu Marechal, Laboratory Centro de Modelamiento Matematico, Universidad de Chile, Chile
 Title: Solving a MPEC problem with a partial penalization
 Co-authors: Rafael Correa

 Abstract:
Scientific Program

The talk deals with the numerical resolution of MPEC problems (Mathematical Programming with Equilibrium Constraints). The algorithm proposed is based on a penalization of the complementary constraint, and the use of a DC method (Difference of Convex functions) to solve the penalized problem. The talk studies the convergence of this algorithm, the feasibility of the limits of the sequence generated by this algorithm and their stationarity properties.


 Talk in: Session Wed.C.14 MPEC and applications
 Cluster: Complementarity and variational inequalities


 Go to: Wed.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage