Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
17 Pages Posted: 17 Feb 2003
Date Written: 13 2002 9,
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
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