Summary
MPCC can be solved with specific MPCC codes or in its nonlinear equivalent formulation (NLP) using NLP solvers. Two NLP solvers - NPSOL and the line search filter SQP - are used to solve a collection of test problems in AMPL. Both are based on SQP (Sequential Quadratic Programming) philosophy but the second one uses a line search filter scheme.
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Rodrigues, H.S., Monteiro, M.T.T. (2006). Solving Mathematical Programs with Complementarity Constraints with Nonlinear Solvers. In: Seeger, A. (eds) Recent Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 563. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28258-0_24
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DOI: https://doi.org/10.1007/3-540-28258-0_24
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