Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
2002-09-13
Research Paper
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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
Classifications using
Journal of Economic Literature (JEL) Classification System
- C61 : Optimization Techniques; Programming Models; Dynamic Analysis
- M : Business Administration and Business Economics; Marketing; Accounting
- R4 : Transportation Systems
- C62 : Existence and Stability Conditions of Equilibrium
- M11 : Production Management
Automatically Extracted Terms
- problem
- function
- approach
- constraint
- result
- equilibrium constraints
- 1.0
- inequality
- test problems
- regularization
- optimization
- equilibrium
- program
- variational
- solution
- entropic regularization approach
- entropic
- 0.0
- programming
- research
