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  • Search: subject:"mathematical programs with equilibrium constraints"
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Subject
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mathematical programs with equilibrium constraints 10 Mathematical programs with equilibrium constraints 5 regularity conditions 4 sample-path methods 4 simulation 4 stability 4 stochastic mathematical programs with complementarity constraints 4 bilevel programs 3 equilibrium problems 3 existence 3 generalized semi-infinite programming 3 genericity 3 problems with complementarity constraints 3 C-stationarity 2 Entropic regularization 2 Global convergence 2 KKT-points 2 Mathematical programming 2 Mathematische Optimierung 2 Smoothing approach 2 Theorie 2 Theory 2 entropic regularization 2 smoothing approach 2 91B26 Market Model 1 Convexifactors 1 Disaster management lifecycle 1 Economic market modelling 1 Electric power 1 Finanzmathematik 1 Game theory (Stackelberg game) 1 Guignard constraint qualification 1 Inexact regularization methods 1 Inexact relaxation methods 1 M-stationarity 1 Mathematical finance 1 Mathematical programs with complementarity constraints 1 Mathematical programs with equilibrium constraints (MPEC) 1 Mathematical programs with vanishing constraints 1 Mathematics 1
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Online availability
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Free 11 Undetermined 5
Type of publication
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Book / Working Paper 11 Article 6
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 15 English 2
Author
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Birbil, Birbil, S.I. 5 Birbil, S.I. 4 Han, J. 4 Bouza, G. 3 Kanzow, Christian 3 Still, G.J. 3 Fang, S.-C. 2 Frenk, Frenk, J.B.G. 2 Gurkan, G. 2 Schwartz, Alexandra 2 Achtziger, Wolfgang 1 Chen, Yihsu 1 Fang, Fang, S-C. 1 Fang, S-C. 1 Faturechi, Reza 1 Frenk, J.B.G. 1 Gürkan, G. 1 Gürkan, G. 1 Hobbs, Benjamin 1 Hoheisel, Tim 1 Kohli, Bhawna 1 Leyffer, Sven 1 Listes, Listes, O.L. 1 Listes, O.L. 1 ListeÅŸ, O. 1 Listeş, O. 1 Miller-Hooks, Elise 1 Munson, Todd 1
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Institution
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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. 3 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Erasmus University Rotterdam, Econometric Institute 2
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ERIM Report Series Research in Management 3 Econometric Institute Research Papers 3 Research Paper / 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. 3 Computational Optimization and Applications 2 Econometric Institute Report 2 Computational Management Science 1 Mathematics of operations research 1 RAIRO / Operations research 1 Transportation Research Part B: Methodological 1
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Source
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RePEc 15 ECONIS (ZBW) 2
Showing 1 - 10 of 17
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Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints
Kohli, Bhawna - In: RAIRO / Operations research 53 (2019) 5, pp. 1617-1632
Persistent link: https://www.econbiz.de/10012146035
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The price of inexactness : convergence properties of relaxation methods for mathematical programs with complementarity constraints revisited
Kanzow, Christian; Schwartz, Alexandra - In: Mathematics of operations research 40 (2015) 2, pp. 253-275
Persistent link: https://www.econbiz.de/10011282714
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Travel time resilience of roadway networks under disaster
Faturechi, Reza; Miller-Hooks, Elise - In: Transportation Research Part B: Methodological 70 (2014) C, pp. 47-64
A bi-level, three-stage Stochastic Mathematical Program with Equilibrium Constraints (SMPEC) is proposed for quantifying and optimizing travel time resilience in roadway networks under non-recurring natural or human-induced disaster events. At the upper-level, a sequence of optimal preparedness...
Persistent link: https://www.econbiz.de/10011077935
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Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
Kanzow, Christian; Schwartz, Alexandra - In: Computational Optimization and Applications 59 (2014) 1, pp. 249-262
Mathematical programs with equilibrium (or complementarity) constraints, MPECs for short, form a difficult class of optimization problems. The feasible set of MPECs is described by standard equality and inequality constraints as well as additional complementarity constraints that are used to...
Persistent link: https://www.econbiz.de/10010998351
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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
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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 … broaden the applicability of so-called the sample-path method to include the solution of certain stochastic mathematical …
Persistent link: https://www.econbiz.de/10010731565
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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 … broaden the applicability of so-called the sample-path method to include the solution of certain stochastic mathematical …
Persistent link: https://www.econbiz.de/10011067478
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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 … broaden the applicability of so-called the sample-path method to include the solution of certain stochastic mathematical …
Persistent link: https://www.econbiz.de/10004991135
Saved in:
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Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis
Birbil, S.I.; Gürkan, 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 … broaden the applicability of so-called the sample-path method to include the solution of certain stochastic mathematical …
Persistent link: https://www.econbiz.de/10005288631
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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 …
Persistent link: https://www.econbiz.de/10010837543
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