Title :
Smoothing methods for mathematical programs with equilibrium constraints
Author :
Fukushima, Masao ; Lin, Gui-Hua
Author_Institution :
Dept. of Appl. Math. & Phys., Kyoto Univ., Japan
Abstract :
In the recent optimization world, mathematical programs with equilibrium constraints (MPECs) have been receiving much attention and there have been proposed a number of methods for solving MPECs. We provide a brief review of the recent achievements in the MPEC field and, as further applications of MPECs, we also mention the developments of the stochastic mathematical programs with equilibrium constraints (SMPECs).
Keywords :
constraint theory; smoothing methods; stochastic programming; variational techniques; MPEC field; equilibrium constraints; mathematical program; smoothing method; stochastic mathematical program; Constraint optimization; Constraint theory; Functional programming; Informatics; Mathematical programming; Mathematics; Physics; Qualifications; Smoothing methods; Stochastic processes;
Conference_Titel :
Informatics Research for Development of Knowledge Society Infrastructure, 2004. ICKS 2004. International Conference on
Print_ISBN :
0-7695-2150-9
DOI :
10.1109/ICKS.2004.1313426
