On the solution of mathematical programming problems with equilibrium constraints

dc.creatorAndreani, R
dc.creatorMartinez, JM
dc.date2001
dc.dateFEB
dc.date2014-11-13T22:47:23Z
dc.date2015-11-26T16:02:57Z
dc.date2014-11-13T22:47:23Z
dc.date2015-11-26T16:02:57Z
dc.date.accessioned2018-03-28T22:52:21Z
dc.date.available2018-03-28T22:52:21Z
dc.identifierMathematical Methods Of Operations Research. Physica-verlag Gmbh & Co, v. 54, n. 3, n. 345, n. 358, 2001.
dc.identifier1432-2994
dc.identifierWOS:000174672100001
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/68799
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/68799
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/68799
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1265182
dc.descriptionMathematical programming problems with equilibrium constraints (MPEC) are nonlinear programming problems where the constraints have a form that is analogous to first-order optimality conditions of constrained optimization. We prove that, under reasonable sufficient conditions, stationary points of the sum of squares of the constraints are feasible points of the MPEC. In usual formulations of MPEC all the feasible points are nonregular in the sense that they do not satisfy the Mangasarian-Fromovitz constraint qualification of nonlinear programming. Therefore, all the feasible points satisfy the classical Fritz-John necessary optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC. However, we show that most feasible points do not satisfy a recently introduced stronger optimality condition for nonlinear programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC.
dc.description54
dc.description3
dc.description345
dc.description358
dc.languageen
dc.publisherPhysica-verlag Gmbh & Co
dc.publisherHeidelberg
dc.publisherAlemanha
dc.relationMathematical Methods Of Operations Research
dc.relationMath. Method Oper. Res.
dc.rightsfechado
dc.sourceWeb of Science
dc.subjectmathematical programming with equilibrium constraints
dc.subjectoptimality conditions
dc.subjectminimization algorithms
dc.subjectreformulation
dc.subjectNonlinear Complementarity-problems
dc.subjectAugmented Lagrangian Algorithm
dc.subjectInterior-point Algorithm
dc.subjectNetwork Design Problem
dc.subjectVariational-inequalities
dc.subjectSimple Bounds
dc.subjectOptimization
dc.subjectReformulation
dc.subjectMinimization
dc.subjectBilevel
dc.titleOn the solution of mathematical programming problems with equilibrium constraints
dc.typeArtículos de revistas


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