|
|
|
|
||||
|
||||
Entropic Regularization Approach for Mathematical Programs with Equilibrium ConstraintsS. Ilker BirbilSabanci University - Graduate School of Management; Erasmus Research Institute of Management (ERIM) Shu-Cherng FangNorth Carolina State University - Department of Industrial Engineering Jiye HanChinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences 13 2002 9, ERIM Report Series Reference No. ERS-2002-71-LIS Abstract: 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 working papers seriesDate posted: February 17, 2003Suggested CitationContact Information
|
|
||||||||||||||||||||
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 0.343 seconds
