An entropic regularization approach for mathematical programs with equilibrium constraints

doi:10.1016/S0305-0548(03)00176-X

	An entropic regularization approach for mathematical programs with equilibrium constraints
	Birbil, SI ; Fang, SC ; Han, JY
刊名	COMPUTERS & OPERATIONS RESEARCH
	2004-11-01
卷号	31 期号:13 页码:2249-2262
关键词	mathematical programs with equilibrium constraints smoothing approach entropic regularization online solvers
ISSN号	0305-0548
DOI	10.1016/S0305-0548(03)00176-X
英文摘要	A new smoothing approach based on entropic regularization is proposed for solving a mathematical program with equilibrium constraints (MPEC). With some known smoothing properties of the entropy function and keeping real practice in mind, we reformulate an MPEC problem as a smooth nonlinear programming problem. In this way, a difficult MPEC problem becomes solvable by using available nonlinear optimization software. To support our claims, we use an online solver and test the performance of the proposed approach on a set of well-known test problems. (C) 2003 Elsevier Ltd. All rights reserved.
WOS研究方向	Computer Science ; Engineering ; Operations Research & Management Science
语种	英语
出版者	PERGAMON-ELSEVIER SCIENCE LTD
WOS记录号	WOS:000222743600009
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/755]
专题	中国科学院数学与系统科学研究院
通讯作者	Birbil, SI
作者单位	1.Erasmus Univ, Erasmus Res Inst Management, NL-3000 DR Rotterdam, Netherlands 2.N Carolina State Univ, Raleigh, NC 27695 USA 3.Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Birbil, SI,Fang, SC,Han, JY. An entropic regularization approach for mathematical programs with equilibrium constraints[J]. COMPUTERS & OPERATIONS RESEARCH,2004,31(13):2249-2262.
APA	Birbil, SI,Fang, SC,&Han, JY.(2004).An entropic regularization approach for mathematical programs with equilibrium constraints.COMPUTERS & OPERATIONS RESEARCH,31(13),2249-2262.
MLA	Birbil, SI,et al."An entropic regularization approach for mathematical programs with equilibrium constraints".COMPUTERS & OPERATIONS RESEARCH 31.13(2004):2249-2262.