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Mathematical Programs with Equilibrium Constraints
Zhi-Quan Luo
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Description for Mathematical Programs with Equilibrium Constraints
Paperback. An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints. Num Pages: 428 pages, 4 tables. BIC Classification: PBT; PBU. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 24. Weight in Grams: 630.
This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, ... Read more
This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, ... Read more
Product Details
Format
Paperback
Publication date
2008
Publisher
Cambridge University Press United Kingdom
Number of pages
428
Condition
New
Number of Pages
428
Place of Publication
Cambridge, United Kingdom
ISBN
9780521065085
SKU
V9780521065085
Shipping Time
Usually ships in 4 to 8 working days
Ref
99-1
Reviews for Mathematical Programs with Equilibrium Constraints
"The book provides a good basis for further theoretical and applications-oriented investigations of MPECs. This monograph can be recommended as a valuable resource in applied mathematics, especially in the fields of operations research and engineering, as well as for specialists in mathematical prgramming." Stephen Dempe,Mathematical Reviews