Pathfollowing for parametric mathematical programs with complementarity constraints

In this paper we study procedures for pathfollowing parametric mathematical programs with complementarity constraints. We present two algorithms, one based on the penalty approach for solving standalone MPCCs, and one based on tracing active set bifurcations arising from doubly-active complementarit...

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Veröffentlicht in:Optimization and engineering 2023-12, Vol.24 (4), p.2795-2826
Hauptverfasser: Kungurtsev, Vyacheslav, Jäschke, Johannes
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description In this paper we study procedures for pathfollowing parametric mathematical programs with complementarity constraints. We present two algorithms, one based on the penalty approach for solving standalone MPCCs, and one based on tracing active set bifurcations arising from doubly-active complementarity constraints. We demonstrate the performance of these two approaches on a variety of examples with different types of stationary points and also a simple engineering problem with phase changes.
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subjects Algorithms
Bifurcations
Control
Engineering
Environmental Management
Financial Engineering
Mathematical analysis
Mathematical programming
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Research Article
Systems Theory
title Pathfollowing for parametric mathematical programs with complementarity constraints
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