Template-Type: ReDIF-Paper 1.0
Author-Name: Birbil, S.I.
Author-Name-Last: Birbil
Author-Name-First: Ilker
Author-Name: Fang, S-C.
Author-Name-Last: Fang
Author-Name-First: Shu-Cherng
Author-Name: Han, J.
Author-Name-Last: Han
Title: Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints
Abstract: 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.
Creation-Date: 2002-09-13
File-URL: https://repub.eur.nl/pub/224/ERS-2002-71-LIS.pdf
File-Format: application/pdf
Series: RePEc:ems:eureri
Number: ERS-2002-71-LIS
Classification-JEL: C61, C62, M, M11, R4
Keywords: entropic regularization, mathematical programs with equilibrium constraints, smoothing approach
Handle: RePEc:ems:eureri:224