Mathematical Programs with Equilibrium Constraints

Name: Mathematical Programs with Equilibrium Constraints
Brand: Cambridge University Press
SKU: 9780521065085
Price: 26883 HUF
Availability: InStock

Szerző: Zhi-Quan Luo

Nyelv:

Kötés: Puha kötésű

Kiadó: Cambridge University Press

Elérhetőség: Beszállítói készleten

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26 883 Ft

This book provides a solid foundation and an extensive study for an important class of constrained o...

Információk a könyvről

Szerző

Zhi-Quan Luo

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2008

oldal

428

EAN

9780521065085

ISBN

0521065089

Enbook ID

04090062

Kiadó

Cambridge University Press

Súly

622

Méretek

151 x 229 x 24

Teljes leírás

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.

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Mathematical Programs with Equilibrium Constraints

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