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, S.I. ; Fang, S-C. ; Han, J.
Institutions:	Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Subject:	mathematical programs with equilibrium constraints \| smoothing approach \| entropic regularization

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Extent:	application/pdf
Series:	Research Paper. - ISSN 1566-5283.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureri Number ERS-2002-71-LIS
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005209597