Interior-Point Methods for Nonconvex Nonlinear Programming: Complementarity Constraints

  • Hande Benson
  • David F. Shanno
  • Robert J. Vanderbei
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization Tags , , , Short URL: https://optimization-online.org/?p=9261

    In this paper, we present the formulation and solution of optimization problems with complementarity constraints using an interior-point method for nonconvex nonlinear programming. We identify possible difficulties that could arise, such as unbounded faces of dual variables, linear dependence of constraint gradients and initialization issues. We suggest remedies. We include encouraging numerical results on the MacMPEC test suite of problems.

    Citation

    ORFE 02-02. Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ, 08544. July 2002.

    Article

    Download

    View Interior-Point Methods for Nonconvex Nonlinear Programming: Complementarity Constraints