Posted on 2018-01-29, by luongquocchinh.
Author: Zhi-Quan Luo | Category: Economy | Language: English | Page: 428 | ISBN: 0521065089 | ISBN13: 9780521065085 |
Description: 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.
Mathematical Programs with Equilibrium Constraints..pdf
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