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Pré-Publication, Document De Travail Année : 2011

AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS.

Résumé

We propose an exact penalty approach to solve the mathematical problems with equilibrium constraints (MPECs). This work is based on the smoothing functions introduced by Haddou but we do not need any complicate updating rule for the penalty parameter. We present some numerical results to prove the viability of the approach. We consider two generic applications : the binary quadratic programs and simple number partitioning problems.
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Dates et versions

hal-00586647 , version 1 (18-04-2011)

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  • HAL Id : hal-00586647 , version 1

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Lina Abdallah, Mounir Haddou. AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS.. 2011. ⟨hal-00586647⟩
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