On the computation of relaxed pessimistic solutions to MPECs
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F13%3A00366653" target="_blank" >RIV/67985807:_____/13:00366653 - isvavai.cz</a>
Alternative codes found
RIV/67985556:_____/13:00366653
Result on the web
<a href="http://dx.doi.org/10.1080/10556788.2011.627585" target="_blank" >http://dx.doi.org/10.1080/10556788.2011.627585</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/10556788.2011.627585" target="_blank" >10.1080/10556788.2011.627585</a>
Alternative languages
Result language
angličtina
Original language name
On the computation of relaxed pessimistic solutions to MPECs
Original language description
In this paper, we propose a new numerical method to compute approximate and the so-called relaxed pessimistic solutions to mathematical programs with equilibrium constraints (MPECs), where the solution map arising in the equilibrium constraints is not single-valued. This method combines two types of existing codes, a code for derivative-free optimization under box constraints, BFO or BOBYQA, and a method for solving special parametric MPECs from the interactive system UFO. We report on numerical performance in several small-dimensional test problems.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Optimization Methods & Software
ISSN
1055-6788
e-ISSN
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Volume of the periodical
28
Issue of the periodical within the volume
1
Country of publishing house
GB - UNITED KINGDOM
Number of pages
21
Pages from-to
186-206
UT code for WoS article
000309708800010
EID of the result in the Scopus database
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