An entropic regularization approach for mathematical programs with equilibrium constraints
From MaRDI portal
Publication:1886001
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
- Existence of optimal solutions to mathematical programs with equilibrium constraints
- Generalized Nash games and quasi-variational inequalities
- Double penalty method for bilevel optimization problems
- A continuation method for (strongly) monotone variational inequalities
- A smoothing method for mathematical programs with equilibrium constraints
- On the entropic regularization method for solving min-max problems with applications
- Entropy optimization and mathematical programming
- A numerical approach to optimization problems with variational inequality constraints
- Solving min-max problems and linear semi-infinite programs
- On bilevel programming. I: General nonlinear cases
- Smoothing methods for convex inequalities and linear complementarity problems
- Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
- Equilibrium Decomposed Optimization: A Heuristic for the Continuous Equilibrium Network Design Problem
- A Simulated Annealing Approach to the Network Design Problem with Variational Inequality Constraints
- A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- A generalization of the linear complementarity problem
- Mathematical Programs with Equilibrium Constraints