Items related to Mathematical Programs with Equilibrium Constraints

Mathematical Programs with Equilibrium Constraints - Softcover

Luo, Zhi-Quan; Pang, Jong-Shi; Ralph, Daniel

 
9780521065085: Mathematical Programs with Equilibrium Constraints
Softcover
ISBN 10: 0521065089 ISBN 13: 9780521065085
Publisher: Cambridge University Press, 2008

Synopsis

This book provides a solid foundation and an extensive study for Mathematical Programs with Equilibrium Constraints (MPEC). It begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalization, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modeling of many practical problems.

"synopsis" may belong to another edition of this title.

Book Description

This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modeling of many practical problems.

About the Author

Zhi-Quan (Tom) Luo is a Professor at the University of Minnesota. He has served as the Editor-in-Chief of IEEE Transactions on Signal Processing and is a Fellow of the IEEE, SIAM, and the Royal Society of Canada.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2008
Language
English
ISBN 10 
0521065089
ISBN 13 
9780521065085
Binding
Paperback
Edition number
1
Number of pages
428