An Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints. Bırbıl, Ş., Fang, S., & Han, J. Computers & Operations Research, 31(13):2249–2262, November, 2004. 30 citations (Semantic Scholar/DOI) [2023-06-05]
An Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints [link]Paper  doi  abstract   bibtex   
A new smoothing approach based on entropic regularization is proposed for solving a mathematical program with equilibrium constraints (MPEC). With some known smoothing properties of the entropy function and keeping real practice in mind, we reformulate an MPEC problem as a smooth nonlinear programming problem. In this way, a di cult MPEC problem becomes solvable by using available nonlinear optimization software. To support our claims, we use an online solver and test the performance of the proposed approach on a set of well-known test problems.
@article{birbil_entropic_2004,
	title = {An {Entropic} {Regularization} {Approach} for {Mathematical} {Programs} with {Equilibrium} {Constraints}},
	volume = {31},
	issn = {03050548},
	url = {https://linkinghub.elsevier.com/retrieve/pii/S030505480300176X},
	doi = {10.1016/S0305-0548(03)00176-X},
	abstract = {A new smoothing approach based on entropic regularization is proposed for solving a mathematical program with equilibrium constraints (MPEC). With some known smoothing properties of the entropy function and keeping real practice in mind, we reformulate an MPEC problem as a smooth nonlinear programming problem. In this way, a di cult MPEC problem becomes solvable by using available nonlinear optimization software. To support our claims, we use an online solver and test the performance of the proposed approach on a set of well-known test problems.},
	language = {en},
	number = {13},
	urldate = {2023-06-04},
	journal = {Computers \& Operations Research},
	author = {Bırbıl, Ş.İlker and Fang, Shu-Cherng and Han, Jiye},
	month = nov,
	year = {2004},
	note = {30 citations (Semantic Scholar/DOI) [2023-06-05]},
	pages = {2249--2262},
}

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