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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

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

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

  • 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