Montag, 27. November 2017, 16:45 - 17:45 iCal

ISOR Colloquium

"Numerical methods for Mathematical Programs with Complementarity Constraint"

Speaker: Mounir Haddou (Univ. Rennes)

HS 7 OMP1, 1st floor
Oskar-Morgenstern-Platz 1, 1090 Wien


Mathematical programs with complementarity constraint (MPCC) are nonlinear optimization problem over a possibly non-convex and non-connected domain. Most of the numerical methods for nonlinear optimization problems relies on solving first-/second- order optimality conditions, which fail to hold for MPCC in general.

Some recent progress on MPCC-tailored optimality conditions, allow to build efficient relaxation methods starting from Kadrani et al in 2009 and followed by Kanzow & Schwarz in 2010.

We will discuss the weakest conditions needed to ensure convergence of these methods, present a new method with improved properties and present numerical comparison of these methods on a large number of test problems.

Zur Webseite der Veranstaltung


Institut für Statistik und Operations Research


Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651