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Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints

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Author Info
Birbil, S.I.
Fang, S-C.
Han, J. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)
Abstract

A 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 computationalstudy on a set of well-known test problems.

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File URL: http://hdl.handle.net/1765/224
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Publisher Info
Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2002-71-LIS Revision_Date: 2009-07-29.

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Date of creation: 13 Sep 2002
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Handle: RePEc:dgr:eureri:2002231

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

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  1. Harker, Patrick T., 1991. "Generalized Nash games and quasi-variational inequalities," European Journal of Operational Research, Elsevier, vol. 54(1), pages 81-94, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-16.

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