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}, }

Downloads: 0