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S.I. Birbil (Ilker), S-C. Fang (Shu-Cherng) and J. Han

2002-09-13

Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints

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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.

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Keywords entropic regularization, mathematical programs with equilibrium constraints, smoothing approach
JEL Optimization Techniques; Programming Models; Dynamic Analysis (jel C61), Existence and Stability Conditions of Equilibrium (jel C62), Business Administration and Business Economics; Marketing; Accounting (jel M), Production Management (jel M11), Transportation Systems (jel R4)
Publisher Erasmus Research Institute of Management
Persistent URL hdl.handle.net/1765/224
Series ERIM Report Series Research in Management
Rights Copyright 2002, ??. ??lker Birbil, S-C Fang, J. Han, This report in the ERIM Report Series Research in Management is intended as a means to communicate the results of recent research to academic colleagues and other interested parties. All reports are considered as preliminary and subject to possibly major revisions. This applies equally to opinions expressed, theories developed, and data used. Therefore, comments and suggestions are welcome and should be directed to the authors.
Organisation Erasmus Research Institute of Management
Citation
Birbil, I., Fang, S.-C., & Han, J. (2002). Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints (No. ERS-2002-71-LIS). ERIM Report Series Research in Management. Retrieved from http://hdl.handle.net/1765/224
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