Entropic regularization approach for mathematical programs with equilibrium constraints
AbstractA new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown. The viability of the proposed approach is supported by a computational study on a set of well-known test problems.
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Bibliographic InfoPaper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2002-52.
Date of creation: 31 Dec 2002
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Entropic regularization; Smoothing approach; Mathematical programs with equilibrium constraints;
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