Entropic regularization approach for mathematical programs with equilibrium constraints
2002-12-31
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 computational study on a set of well-known test problems.
Keywords
Automatically Extracted Terms
- problem
- function
- approach
- result
- 1.0
- constraint
- inequality
- optimization
- test problems
- equilibrium constraints
- solution
- regularization
- entropic regularization approach
- 0.0
- variational
- programming
- parameter
- equilibrium
- vector
- facchinei
