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.
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|Erasmus Research Institute of Management|
|ERIM Report Series Research in Management|
|Organisation||Erasmus Research Institute of Management|
Birbil, S.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. Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/224