Nonsmooth Approach to Optimization Problems with Equilibrium Constraints

Nonsmooth Approach to Optimization Problems with Equilibrium Constraints
Author :
Publisher : Springer Science & Business Media
Total Pages : 281
Release :
ISBN-10 : 9781475728255
ISBN-13 : 1475728255
Rating : 4/5 (255 Downloads)

Book Synopsis Nonsmooth Approach to Optimization Problems with Equilibrium Constraints by : Jiri Outrata

Download or read book Nonsmooth Approach to Optimization Problems with Equilibrium Constraints written by Jiri Outrata and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the early fifties, applied mathematicians, engineers and economists started to pay c10se attention to the optimization problems in which another (lower-Ievel) optimization problem arises as a side constraint. One of the motivating factors was the concept of the Stackelberg solution in game theory, together with its economic applications. Other problems have been encountered in the seventies in natural sciences and engineering. Many of them are of practical importance and have been extensively studied, mainly from the theoretical point of view. Later, applications to mechanics and network design have lead to an extension of the problem formulation: Constraints in form of variation al inequalities and complementarity problems were also admitted. The term "generalized bi level programming problems" was used at first but later, probably in Harker and Pang, 1988, a different terminology was introduced: Mathematical programs with equilibrium constraints, or simply, MPECs. In this book we adhere to MPEC terminology. A large number of papers deals with MPECs but, to our knowledge, there is only one monograph (Luo et al. , 1997). This monograph concentrates on optimality conditions and numerical methods. Our book is oriented similarly, but we focus on those MPECs which can be treated by the implicit programming approach: the equilibrium constraint locally defines a certain implicit function and allows to convert the problem into a mathematical program with a nonsmooth objective.


Nonsmooth Approach to Optimization Problems with Equilibrium Constraints Related Books

Nonsmooth Approach to Optimization Problems with Equilibrium Constraints
Language: en
Pages: 281
Authors: Jiri Outrata
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In the early fifties, applied mathematicians, engineers and economists started to pay c10se attention to the optimization problems in which another (lower-Ievel
Mathematical Programs with Equilibrium Constraints
Language: en
Pages: 432
Authors: Zhi-Quan Luo
Categories: Mathematics
Type: BOOK - Published: 1996-11-13 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints.
Optimization with PDE Constraints
Language: en
Pages: 422
Authors: Ronald Hoppe
Categories: Computers
Type: BOOK - Published: 2014-09-11 - Publisher: Springer

DOWNLOAD EBOOK

This book on PDE Constrained Optimization contains contributions on the mathematical analysis and numerical solution of constrained optimal control and optimiza
Big Data Management
Language: en
Pages: 274
Authors: Fausto Pedro García Márquez
Categories: Computers
Type: BOOK - Published: 2016-11-15 - Publisher: Springer

DOWNLOAD EBOOK

This book focuses on the analytic principles of business practice and big data. Specifically, it provides an interface between the main disciplines of engineeri
Global Optimization with Non-Convex Constraints
Language: en
Pages: 742
Authors: Roman G. Strongin
Categories: Computers
Type: BOOK - Published: 2000-10-31 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book presents a new approach to global non-convex constrained optimization. Problem dimensionality is reduced via space-filling curves. To economize the se