Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
نویسندگان
چکیده
منابع مشابه
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
In this paper we consider the question of solving equilibrium problems—formulated as complementarity problems and, more generally, mathematical programs with equilibrium constraints (MPEC’s)—as nonlinear programs, using an interior-point approach. These problems pose theoretical difficulties for nonlinear solvers, including interior-point methods. We examine the use of penalty methods to get ar...
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A large number of problems in transportation, communications and manufacturing can be modelled as network ow problems. In these problems one seeks to nd the most e cient, or optimal, way to move ow (e.g. materials, information, buses, electrical currents) on a network (e.g. postal network, computer network, transportation grid, power grid). Many of these optimization problems are special classe...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2006
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-005-3908-8