Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
S. Ilker Birbil
Sabanci University - Graduate School of Management; Erasmus Research Institute of Management (ERIM)
North Carolina State University - Department of Industrial Engineering
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
13 2002 9,
ERIM Report Series Reference No. ERS-2002-71-LIS
A new smoothing approach based on entropic perturbationis proposed for solving mathematical programs withequilibrium constraints. Some of the desirableproperties of the smoothing function are shown. Theviability of the proposed approach is supported by acomputationalstudy on a set of well-known test problems.
Number of Pages in PDF File: 17
Keywords: mathematical programs with equilibrium constraints, smoothing approach, entropic regularization
JEL Classification: M, M11, R4, C61, C62
Date posted: February 17, 2003
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