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 computationalstudy on a set of well-known test problems.

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Year of publication:	2002-09-13
Authors:	Birbil, Birbil, S.I. ; Fang, Fang, S-C. ; Han, J.
Institutions:	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
Subject:	entropic regularization \| mathematical programs with equilibrium constraints \| smoothing approach

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Extent:	application/pdf
Series:	ERIM Report Series Research in Management. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:ems:eureri Number ERS-2002-71-LIS
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; M - Business Administration and Business Economics; Marketing; Accounting ; M11 - Production Management ; R4 - Transportation Systems
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010837476