Miguel, Angel Víctor de; Friedlander, Michael P.; … - Departamento de Estadistica, Universidad Carlos III de … - 2004
An interior-point method for solving mathematical programs with equilibrium constraints (MPECs) is proposed. At each iteration of the algorithm, a single primaldual step is computed from each subproblem of a sequence. Each subproblem is defined as a relaxation of the MPEC with a nonempty...