Trine Krogh Boomsma

A Successive Proximal DC Penalty Method with an Application to Mathematical Programs with Complementarity Constraints

  • Dominic C. Flocco
  • Steven A. Gabriel
  • Trine Krogh Boomsma
  • Martin Schmidt
  • Miguel A. Lejeune
    • Categories Bilevel Optimization, Constrained Nonlinear Optimization, Global Optimization Tags , , , ,

    We develop a successive, proximal difference-of-convex (DC) function penalty method for solving DC programs with DC constraints. The proposed approach relies on a DC penalty function that measures the violation of constraints and leads to a penalty reformulation sharing the same solution set as the original problem. The resulting penalty problem is a DC program … Read more

    A Heuristic for Complementarity Problems Using Difference of Convex Functions

  • Steven A. Gabriel
  • Dominic C. Flocco
  • Trine Krogh Boomsma
  • Miguel A. Lejeune
  • Martin Schmidt
    • Categories Complementarity and Variational Inequalities Tags , , , ,

    We present a new difference of convex functions algorithm (DCA) for solving linear and nonlinear mixed complementarity problems (MCPs). The approach is based on the reformulation of bilinear complementarity constraints as difference of convex (DC) functions, more specifically, the difference of scalar, convex quadratic terms. This reformulation gives rise to a DC program, which is … Read more