Mathematical Programs with Equilibrium Constraints

Zhi-Quan Luo, Jong-Shi Pang, Daniel Ralph (Autoren)

Buch | Hardcover

428 Seiten

1996
Cambridge University Press (Verlag)
978-0-521-57290-3 (ISBN)

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This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modelling of many practical problems.

1. Introduction; 2. Exact penalisation of MPEC; 3. First-order optimality conditions; 4. Verification of MPEC hypotheses; 5. Second-order optimality conditions; 6. Algorithms for MPEC.

Erscheint lt. Verlag	13.11.1996
Zusatzinfo	4 Tables, unspecified
Verlagsort	Cambridge
Sprache	englisch
Maße	156 x 235 mm
Gewicht	695 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik
ISBN-10	0-521-57290-8 / 0521572908
ISBN-13	978-0-521-57290-3 / 9780521572903
Zustand	Neuware