Methods for finding global optimal solutions to linear programs with equilibrium constraints.
type: Item
instance of: scholarly article
title: Methods for finding global optimal solutions to linear programs with equilibrium constraints.
zbMATH Open document ID: 1087.90525
author: Le Dung Muu
author: Nguyen V. Quy
published in: Acta Mathematica Vietnamica
publication date: 2001-01-01T00:00:00Z
review text: By using the Kuhn-Tucker theorem on optimality conditions, the authors reformulate a linear programming problem with equilibrium constraints as an ordinary linear problem with a complementary constraint. To solve this latter problem they propose two branch-and-bound algorithms that are frequently used in global optimization. The first algorithm is based on simplicial subdivision and the second one on a binary tree. Both of these algirithms produce an \(\epsilon\)-global optimal solution for any given positive \(\epsilon.\) Preliminary computational experiences are also provided.
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C08
Mathematics Subject Classification ID: 90C57
zbMATH DE Number: 1799507
zbMATH Keywords: global optimization
zbMATH Keywords: linear problem
zbMATH Keywords: equilibrium constraint
zbMATH Keywords: branch-and-bound algorithm
reviewed by: Dinh The Luc
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1799507