Institute of Information Theory and Automation

You are here

Bibliography

Journal Article

On the computation of relaxed pessimistic solutions to MPECs

Červinka Michal, Matonoha Ctirad, Outrata Jiří

: Optimization Methods & Software vol.28, 1 (2013), p. 186-206

: CEZ:AV0Z10300504

: CEZ:AV0Z10750506

: 1M0572, GA MŠk, GA201/09/1957, GA ČR

: MPEC, equilibrium constraints, pessimistic solution, value function, relaxed and approximate solutions

: 10.1080/10556788.2011.627585

(eng): In this paper, we propose a new numerical method to compute approximate and the so-called relaxed pessimistic solutions to mathematical programs with equilibrium constraints (MPECs), where the solution map arising in the equilibrium constraints is not single-valued. This method combines two types of existing codes, a code for derivative-free optimization under box constraints, BFO or BOBYQA, and a method for solving special parametric MPECs from the interactive system UFO. We report on numerical performance in several small-dimensional test problems.

: BA

2019-01-07 08:39