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On the computation of relaxed pessimistic solutions to MPECs

SYSNO ASEP	0366653
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	On the computation of relaxed pessimistic solutions to MPECs
Author(s)	Červinka, Michal (UTIA-B)_{RID, ORCID} Matonoha, Ctirad (UIVT-O)_{RID, SAI} Outrata, Jiří (UTIA-B)_{RID, ORCID}
Source Title	Optimization Methods & Software. - : Taylor & Francis - ISSN 1055-6788 Roč. 28, č. 1 (2013), s. 186-206
Number of pages	21 s.
Language	eng - English
Country	GB - United Kingdom
Keywords	MPEC ; equilibrium constraints ; pessimistic solution ; value function ; relaxed and approximate solutions
Subject RIV	BA - General Mathematics
R&D Projects	1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
	GA201/09/1957 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000309708800010
EID SCOPUS	84867471857
DOI	10.1080/10556788.2011.627585
Annotation	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.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2013

Number of the records: 1