Počet záznamů: 1

On the computation of relaxed pessimistic solutions to MPECs

  1. 1.
    0366653 - UTIA-B 2013 RIV GB eng J - Článek v odborném periodiku
    Červinka, Michal - Matonoha, Ctirad - Outrata, Jiří
    On the computation of relaxed pessimistic solutions to MPECs.
    Optimization Methods & Software. Roč. 28, č. 1 (2013), s. 186-206 ISSN 1055-6788
    Grant CEP: GA MŠk 1M0572; GA ČR GA201/09/1957
    Výzkumný záměr: CEZ:AV0Z10300504; CEZ:AV0Z10750506
    Klíčová slova: MPEC * equilibrium constraints * pessimistic solution * value function * relaxed and approximate solutions
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 1.210, rok: 2013

    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.
    Trvalý link: http://hdl.handle.net/11104/0201555