Bibliografie
Journal Article
On the computation of relaxed pessimistic solutions to MPECs
, ,
: 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