Mathematical Programs with Equilibrium Constraints

Jong-Shi Pang

ISBN 10: 0521572908 / ISBN 13: 9780521572903

Published by Cambridge University Press, 1996

About this Item

Druck auf Anfrage Neuware - Printed after ordering - 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. The book 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 penalisation, 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 modelling of many practical problems.

Seller Inventory # 9780521572903

Bibliographic Details

• Title: Mathematical Programs with Equilibrium Constraints
• Publisher: Cambridge University Press
• Publication Date: 1996
• Language: English
• ISBN 10: 0521572908
• ISBN 13: 9780521572903
• Binding: Buch
• Condition: Neu
• Dimensions: 235W x 157H x 30D millimeters 235 millimeters width by 157 millimeters height by 30 millimeters depth
• Weight: 842 grams

About this title

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.

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.