Search Results - subject:"equilibrium constraints"

A smoothing-regularization approach to mathematical programs with vanishing constraints

Achtziger, Wolfgang; Hoheisel, Tim; Kanzow, Christian - In: Computational Optimization and Applications 55 (2013) 3, pp. 733-767

We consider a numerical approach for the solution of a difficult class of optimization problems called mathematical programs with vanishing constraints. The basic idea is to reformulate the characteristic constraints of the program via a nonsmooth function and to eventually smooth it and...

Persistent link: https://www.econbiz.de/10010896569

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

Anti-seismic reinforcement strategy for an urban road network

Nagae, Takeshi; Fujihara, Tomo; Asakura, Yasuo - In: Transportation Research Part A: Policy and Practice 46 (2012) 5, pp. 813-827

This paper provides a novel practical method for analyzing an anti-seismic reinforcement (ASR) problem involving hundreds of transportation facilities on an urban road network subject to multiple earthquake risks. The relevant properties of the present method are: (i) it evaluates the...

Persistent link: https://www.econbiz.de/10011043508

Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints

Hu, Ming; Fukushima, Masao - In: Computational Optimization and Applications 52 (2012) 2, pp. 415-437

Persistent link: https://www.econbiz.de/10010558262

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

Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis

Gurkan, G.; Listes, Listes, O.L. - Faculteit der Economische Wetenschappen, Erasmus … - 2004

programs with equilibrium constraints. The convergence analysis of sample-path methods rely heavily on stability conditions. We …

Persistent link: https://www.econbiz.de/10010731565

Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis

Birbil, Birbil, S.I.; Gürkan, G.; Listeş, O. - Erasmus Research Institute of Management (ERIM), … - 2004

programs with equilibrium constraints. The convergence analysis of sample-path methods rely heavily on stability conditions. We …

Persistent link: https://www.econbiz.de/10011067478

Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis

Gurkan, G.; Listes, O.L. - Erasmus University Rotterdam, Econometric Institute - 2004

programs with equilibrium constraints. The convergence analysis of sample-path methods rely heavily on stability conditions. We …

Persistent link: https://www.econbiz.de/10004991135

Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis

Birbil, S.I.; GÃ¼rkan, G.; ListeÅŸ, O. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004

programs with equilibrium constraints. The convergence analysis of sample-path methods rely heavily on stability conditions. We …

Persistent link: https://www.econbiz.de/10005288631

Equilibrium Constrained Optimization Problems

Birbil, Birbil, S.I.; Bouza, G.; Frenk, Frenk, J.B.G.; … - Erasmus Research Institute of Management (ERIM), … - 2003

-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi …-infinite programming problems. Based on the celebrated K K M lemma, we prove the existence of feasible points for the equilibrium … constraints. Moreover, we analyze the topological and analytical structure of the feasible set. Alternative formulations of an …

Persistent link: https://www.econbiz.de/10010837543