Pathfollowing for parametric mathematical programs with complementarity constraints

Abstract

In this paper we study procedures for pathfollowing parametric mathematical programs with complementarity constraints. We present two algorithms, one based on the penalty approach for solving standalone MPCCs, and one based on tracing active set bifurcations arising from doubly-active complementarity constraints. We demonstrate the performance of these two approaches on a variety of examples with different types of stationary points and also a simple engineering problem with phase changes.