Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
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.
|Keywords||entropic regularization, mathematical programs with equilibrium constraints, smoothing approach|
|Publisher||Erasmus Research Institute of Management (ERIM)|
Birbil, S.I., Fang, S-C., & Han, J.. (2002). Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints (No. ERS-2002-71-LIS). Erasmus Research Institute of Management (ERIM). Retrieved from http://hdl.handle.net/1765/224