Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints

A new smoothing approach based on entropic perturbationis proposed for solving mathematical programs withequilibrium constraints. Some of the desirableproperties of the smoothing function are shown. Theviability of the proposed approach is supported by acomputationalstudy on a set of well-known test problems

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Year of publication:	2012
Authors:	Bi̇rbi̇l, Ş. İlker ; Fang, Shu-Cherng ; Han, Jiye
Publisher:	[S.l.] : SSRN
Subject:	Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory

Extent:	1 Online-Ressource (17 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 13 2002 9, erstellt
Classification:	M11 - Production Management ; R4 - Transportation Systems ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014031457