NOSBENCH is a benchmark suite of mathematical programs with complementarity constraiants (MPCCs):
minimize f(w,p), subject to
lbw <= w <= ubw
lbg <= g(w,p) <= ubg
0 <= G(w,p) perp H(w,p) >= 0
We provide the problems in two forms: casADi expressions stored in json encoded structures and matlab .mat files which can be used with v0.5.0 of nosnoc.
The json structures contains the fields: w, lbw, ubw, w0, p, p0, g_fun(w,p) (general nonlinear constriants g), lbg, ubg, G_fun(w,p), H_fun(w,p) (Complementarity varibles), augmented_objective_fun(w,p) (objective f(w,p)).
Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control
A. Nurkanović, A. Pozharskiy, M. Diehl
Vietnam J. Math. (2024).
@article{Nurkanovic2024,
title={Solving mathematical programs with complementarity constraints arising in nonsmooth optimal control},
author={Nurkanovi{\'c}, Armin and Pozharskiy, Anton and Diehl, Moritz},
journal={Vietnam Journal of Mathematics},
pages={1--39},
year={2024},
publisher={Springer}
}
Evaluating Methods for Solving Mathematical Programs With Complementarity Constraints Arising From Nonsmooth Optimal Control
A. Pozharskiy
Master's Thesis
@mastersthesis{Pozharskiy2023,
year = {2023},
school = {Albert-Ludwigs-University Freiburg},
author = {Anton Pozharskiy},
title = {Evaluating Methods for Solving Mathematical Programs With Complementarity Constraints Arising From Nonsmooth Optimal Control.},
}