An entropic regularization approach for mathematical programs with equilibrium constraints

DOI10.1016/S0305-0548(03)00176-XzbMath1074.90048OpenAlexW2128705959MaRDI QIDQ1886001

Shu-Cherng Fang, Ş. İlker Birbil, Ji-ye Han

Publication date: 12 November 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(03)00176-x

zbMATH Keywords

smoothing approachOnline solvers

Mathematics Subject Classification ID

Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Entropic regularization in hierarchical games, Analytic center cutting plane methods for variational inequalities over convex bodies, A smoothing SAA method for a stochastic mathematical program with complementarity constraints., Optimizing the selection and scheduling of multi-class projects using a Stackelberg framework, A novel algorithm for area traffic capacity control with elastic travel demands, A new relaxation method for optimal control of semilinear elliptic variational inequalities obstacle problems, Review of formulations for structural and mechanical system optimization, Solving mathematical programs with fuzzy equilibrium constraints, Tikhonov regularization for mathematical programs with generalized complementarity constraints

Uses Software

• SNOPT
• AMPL
• Kestrel

Cites Work

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