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Pathfollowing for Parametric Mathematical Programs with Complementarity Constraints

Vyacheslav Kungurtsev(vyacheslav.kungurtsev***at***fel.cvut.cz)
Johannes Jaschke(jaschke***at***ntnu.no)

Abstract: In this paper we study procedures for pathfollowing parametric mathematical pro- grams with complementarity constraints. We present two procedures, one based on the penalty approach to solving standalone MPCCs, and one based on tracing active set bifurcations aris- ing from doubly-active complementarity constraints. We demonstrate the performance of these approaches on a variety of examples with different types of stationary points and also a simple engineering problem with phase changes.

Keywords: Parametric optimization Sensitivity Mathematical Programs with Complemen- tarity Constraints Complementarity Pathfollowing Nonlinear Model Predictive Control

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation:

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Entry Submitted: 02/21/2019
Entry Accepted: 02/21/2019
Entry Last Modified: 02/21/2019

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