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.

MoreLess

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

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

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

Persistent link: https://www.econbiz.de/10008584682