Institute of Information Theory and Automation

You are here

Bibliography

Journal Article

Optimization problems with equilibrium constraints and their numerical solution

Kočvara Michal, Outrata Jiří

: Mathematical Programming vol.101, 1 (2004), p. 119-149

: CEZ:AV0Z1075907

: IAA1075005, GA AV ČR, 03ZOM3ER, BMBF

: optimization problems, MPEC, MPCC

(eng): We consider a class of optimization problems with a generalized equation among the constraints. This class covers several problem types like MPEC (Mathematical Programs with Equilibrium Constraints) and MPCC (Mathematical Programs with Complementarity Constraints). We briefly review techniques used for numerical solution of these problems: penalty methods, nonlinear programming (NLP) techniques and Implicit Programming approach (ImP).

(cze): Clanek pojednava o optimalizacnich problemech s omezenimi typu zobecnenych rovnic. Podava prehled numerickych technik pro reseni techto problemu: penalizacni metody, techniky nelinearniho programovani a implicitni programovani

: 12A, 12C

: BA

2019-01-07 08:39