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 computational study on a set of well-known test problems.
|Econometric Institute Research Papers|
|Organisation||Erasmus School of Economics|
Birbil, S.I, Fang, S-C, & Han, J. (2002). Entropic regularization approach for mathematical programs with equilibrium constraints (No. EI 2002-52). Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/525