Search Results - subject:"Mathematical programming with equilibrium constraints"

Structural estimation of continuous choice models: Evaluating the EGM and MPEC

Jørgensen, Thomas H. - In: Economics Letters 119 (2013) 3, pp. 287-290

models: The Endogenous Grid Method (EGM) and Mathematical Programming with Equilibrium Constraints (MPEC). Monte Carlo …

Persistent link: https://www.econbiz.de/10011041631

Optimal distance tolls under congestion pricing and continuously distributed value of time

Meng, Qiang; Liu, Zhiyuan; Wang, Shuaian - In: Transportation Research Part E: Logistics and … 48 (2012) 5, pp. 937-957

(CA) method. The toll design problem is formulated as a mixed-integer mathematical programming with equilibrium … constraints (MPEC) model, which is solved by a Hybrid GA (Genetic Algorithm)–CA method. Finally, the proposed models and …

Persistent link: https://www.econbiz.de/10010755063

On the solution of mathematical programming problems with equilibrium constraints

Andreani, Roberto; Martı´nez, José Mario - In: Computational Statistics 54 (2001) 3, pp. 345-358

Mathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points...

Persistent link: https://www.econbiz.de/10010847502

On the solution of mathematical programming problems with equilibrium constraints

Andreani, Roberto; Martı´nez, José Mario - In: Mathematical Methods of Operations Research 54 (2001) 3, pp. 345-358

Persistent link: https://www.econbiz.de/10010999548