Entropic regularization approach for mathematical programs with equilibrium constraints

A new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown. The viability of the proposed approach is supported by a computational study on a set of well-known test problems.

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Year of publication:	2002-12-31
Authors:	Birbil, Birbil, S.I. ; Fang, S.-C. ; Han, J.
Institutions:	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Subject:	Entropic regularization \| Mathematical programs with equilibrium constraints \| Smoothing approach

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Extent:	application/pdf
Series:	Econometric Institute Research Papers. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:ems:eureir Number EI 2002-52
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010731891