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An \(\ell_1\) elastic interior-point method for mathematical programs with complementarity constraints. (English) Zbl 1252.90047

MSC:
90C06 Large-scale problems in mathematical programming
90C20 Quadratic programming
90C30 Nonlinear programming
90C51 Interior-point methods
90C53 Methods of quasi-Newton type
90C55 Methods of successive quadratic programming type
65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices
Software:
AMPL; MacMPEC; nlpy
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