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NOSBENCH

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)).

Literature

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.},
}

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