Skip to main content Accessibility help
×
  1. Home
  2. Books
  3. Mathematical Programs with Equilibrium Constraints
  • Cited by 1024
      • Show more authors
      • You may already have access via personal or institutional login
    • Select format
    • Publisher:
      Cambridge University Press
      Publication date:
      December 2011
      November 1996
      ISBN:
      9780511983658
      9780521572903
      9780521065085
      DOI:
      https://doi.org/10.1017/CBO9780511983658
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.695kg, 428 Pages
      Dimensions:
      (228 x 152 mm)
      Weight & Pages:
      0.622kg, 428 Pages
      • Subjects:
      Optimization, OR and risk, Statistics and Probability
    You may already have access via personal or institutional login
    • Selected: Digital
    Add to cart View cart Buy from Cambridge.org
    Subjects:
    Optimization, OR and risk, Statistics and Probability
    Information

    Book 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

    "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

    Refine List

    Actions for selected content:

    Select all | Deselect all
    • View selected items
    • Export citations
    • Download PDF (zip)
    • Save to Kindle
    • Save to Dropbox
    • Save to Google Drive

    Save Search

    You can save your searches here and later view and run them again in "My saved searches".

    Please provide a title, maximum of 40 characters.
    Cancel
    ×

    Contents

    Contents

    Metrics

    Altmetric attention score

    Full text views

    Total number of HTML views: 0
    Total number of PDF views: 0 *
    Loading metrics...

    Book summary page views

    Total views: 0 *
    Loading metrics...

    * Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

    Usage data cannot currently be displayed.

    Accessibility standard: Unknown

    Why this information is here

    This section outlines the accessibility features of this content - including support for screen readers, full keyboard navigation and high-contrast display options. This may not be relevant for you.

    Accessibility Information

    Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.