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Details of Grant 

EPSRC Reference: GR/M59549/01
Title: EQUILIBRIUM CONSTRAINTS AND NONLINEAR COMPLEMENTARITY
Principal Investigator: Fletcher, Professor R
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematics
Organisation: University of Dundee
Scheme: Standard Research (Pre-FEC)
Starts: 01 August 1999 Ends: 31 July 2002 Value (£): 125,083
EPSRC Research Topic Classifications:
Non-linear Systems Mathematics Numerical Analysis
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
It has become apparent over recent years that certain types of non-linear constraints (MPEC) cannot be handles satisfactorily with standard techniques for Non-linear Programming (NLP). Yet MPEC formulations are applicable to a wide variety of complex engineering design and operations management applications.Current Methodology for MPEC problems is at an early stage of development and failure is not uncommon. The proposer and Dr S. Layffer have recently developed new 'filter' methods for NLP, which performs well in comparison with existing NLP codes. It is proposed to extend this technique to the solution of MPEC problems, along with recent global convergence theory developed by the proposer.Another aim will be to tackle MPEC problems that also include integer or discrete variables. This is uncharted territory, even though examples of such problems are readily identified.The ultimate aim of the project is to develop robust solvers and apply them to existing and new models based on an MPEC formulation.
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Organisation Website: http://www.dundee.ac.uk