Optimization problems with equilibrium constraints and their numerical solution

0106331 - UTIA-B 20040143 RIV DE eng J - Článek v odborném periodiku
Kočvara, Michal - Outrata, Jiří
Optimization problems with equilibrium constraints and their numerical solution.
[Optimalizacni problemy s ekvilibrialnimi omezenimi a jejich numericke reseni.]
Mathematical Programming. Roč. 101, č. 1 (2004), s. 119-149. ISSN 0025-5610. E-ISSN 1436-4646
Grant CEP: GA AV ČR IAA1075005
Grant ostatní: BMBF(DE) 03ZOM3ER
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: optimization problems * MPEC * MPCC
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 1.016, rok: 2004

We consider a class of optimization problems with a generalized equation among the constraints. This class covers several problem types like MPEC (Mathematical Programs with Equilibrium Constraints) and MPCC (Mathematical Programs with Complementarity Constraints). We briefly review techniques used for numerical solution of these problems: penalty methods, nonlinear programming (NLP) techniques and Implicit Programming approach (ImP).

Clanek pojednava o optimalizacnich problemech s omezenimi typu zobecnenych rovnic. Podava prehled numerickych technik pro reseni techto problemu: penalizacni metody, techniky nelinearniho programovani a implicitni programovani
Trvalý link: http://hdl.handle.net/11104/0013513