Abstract

http://ssrn.com/abstract=371020
 
 

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Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints


S. Ilker Birbil


Sabanci University - Graduate School of Management; Erasmus Research Institute of Management (ERIM)

Shu-Cherng Fang


North Carolina State University - Department of Industrial Engineering

Jiye Han


Chinese 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

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Date posted: February 17, 2003  

Suggested Citation

Birbil, S. Ilker and Fang, Shu-Cherng and Han, Jiye, Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints (13 2002 9,). ERIM Report Series Reference No. ERS-2002-71-LIS. Available at SSRN: http://ssrn.com/abstract=371020

Contact Information

S. Ilker Birbil (Contact Author)
Sabanci University - Graduate School of Management ( email )
Istanbul, Orhanli, 34956 Tuzla
Turkey
Erasmus Research Institute of Management (ERIM) ( email )
P.O. Box 1738
3000 DR Rotterdam
Netherlands
Shu-Cherng Fang
North Carolina State University - Department of Industrial Engineering ( email )
Raleigh, NC 26695-7906
United States
Jiye Han
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences ( email )
Zhong-Guan-Cun-Dong-Lu 55, Haidian District
Beijing, 100080, P.R., Beijing 100080
China
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