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Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints

17 Pages Posted: 17 Feb 2003  

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

Date Written: 13 2002 9,

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.

Keywords: mathematical programs with equilibrium constraints, smoothing approach, entropic regularization

JEL Classification: M, M11, R4, C61, C62

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: https://ssrn.com/abstract=371020

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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