Download This PaperEntropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
17 Pages Posted: 17 Feb 2003
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: Suggested Citation
Birbil, S. Ilker and Fang, Shu-Cherng and Han, Jiye, Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints (13 2002 9,). Available at SSRN: https://ssrn.com/abstract=371020
S. Ilker Birbil (Contact Author)
Erasmus University Rotterdam, Erasmus School of Economics, Econometric Institute ( email )
P.O. Box 1738
3000 DR Rotterdam
Netherlands
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.