Cones with semi-interior points and equilibrium
نویسندگان
چکیده
منابع مشابه
Generalized stationary points and an interior-point method for mathematical programs with equilibrium constraints
Generalized stationary points of the mathematical program with equilibrium constraints (MPEC) are studied to better describe the limit points produced by interior point methods for MPEC. A primal-dual interior-point method is then proposed, which solves a sequence of relaxed barrier problems derived from MPEC. Global convergence results are deduced without assuming strict complementarity or the...
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2017
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2017.03.002