J. Han
http://repub.eur.nl/ppl/5108/
List of Publicationsenhttp://repub.eur.nl/logo.jpg
http://repub.eur.nl/
RePub, Erasmus University RepositoryEntropic regularization approach for mathematical programs with equilibrium constraints
http://repub.eur.nl/pub/525/
Tue, 31 Dec 2002 00:00:01 GMT<div>S.I. Birbil</div><div>S.-C. Fang</div><div>J. Han</div>
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 computational
study on a set of well-known test problems.On the finite termination of an entropy function based smoothing Newton method for vertical linear complementarity problems
http://repub.eur.nl/pub/527/
Tue, 31 Dec 2002 00:00:01 GMT<div>S.-C. Fang</div><div>J. Han</div><div>Z. Huang</div><div>S.I. Birbil</div>
By using a smooth entropy function to approximate the non-smooth max-type function, a
vertical linear complementarity problem (VLCP) can be treated as a family of parameterized
smooth equations. A Newton-type method with a testing procedure is proposed to solve such
a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite
number of iterations, under some conditions milder than those assumed in literature.
Some computational results are included to illustrate the potential of this approach.On the Finite Termination of An Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems
http://repub.eur.nl/pub/225/
Mon, 16 Sep 2002 00:00:01 GMT<div>S.I. Birbil</div><div>S-C. Fang</div><div>J. Han</div>
By using a smooth entropy function to approximate the non-smooth max-type function, a vertical
linear complementarity problem (VLCP) can be treated as a family of parameterized smooth
equations. A Newton-type method with a testing procedure is proposed to solve such
a system. We show that the proposed algorithm finds an exact solution of VLCP in a finite
number of iterations, under some conditions milder than those assumed in literature. Some
computational results are included to illustrate the potential of this approach.Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
http://repub.eur.nl/pub/224/
Fri, 13 Sep 2002 00:00:01 GMT<div>S.I. Birbil</div><div>S-C. Fang</div><div>J. Han</div>
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.