Mathematical Programs with Equilibrium Constraints
1st Edition
Published on 23. October 2015
978-0-511-89900-3 (ISBN)
Description
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, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modelling of many practical problems.
Reviews / Votes
"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 ReviewsMore details
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
Professional and scholarly
Illustrations
Worked examples or Exercises; 4 Tables, unspecified; 4 Plates, unspecified
File size
17,66 MB
ISBN-13
978-0-511-89900-3 (9780511899003)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Zhi-Quan Luo | Jong-Shi Pang | Daniel Ralph
Mathematical Programs with Equilibrium Constraints
Book
06/2008
Cambridge University Press
€73.70
Shipment within 15-20 days
Zhi-Quan Luo | Jong-Shi Pang | Daniel Ralph
Mathematical Programs with Equilibrium Constraints
Book
11/1996
Cambridge University Press
€163.50
Shipment within 15-20 days
Persons
Content
1. Introduction; 2. Exact penalisation of MPEC; 3. First-order optimality conditions; 4. Verification of MPEC hypotheses; 5. Second-order optimality conditions; 6. Algorithms for MPEC.
