A new class of smoothing methods for mathematical programs with equilibrium constraints - CaSciModOT (calcul scientifique et modelisation Orleans-Tours) Accéder directement au contenu
Article Dans Une Revue Pacific journal of optimization Année : 2009

A new class of smoothing methods for mathematical programs with equilibrium constraints

Résumé

A class of smoothing methods is proposed for solving mathematical programs with equimibrium constraints. We introduce new and very simple regularizations of the complementarity constraints. Some estimate distance to optimal solution and expansions of the optimal value function are presented. Limited numerical experiments using SNOPT algorithm are presented to verify the efficiency of our approach.
Fichier principal
Vignette du fichier
mpecwork.pdf (136.77 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00136309 , version 1 (13-03-2007)

Identifiants

Citer

Mounir Haddou. A new class of smoothing methods for mathematical programs with equilibrium constraints. Pacific journal of optimization, 2009, 5 (1), pp.86. ⟨hal-00136309⟩
70 Consultations
70 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More