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rdf:type
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Description
| - In this paper, we propose a new numerical method to compute approximate and the so-called relaxed pessimistic solutions to mathematical programs with equilibrium constraints (MPECs), where the solution map arising in the equilibrium constraints is not single-valued. This method combines two types of existing codes, a code for derivative-free optimization under box constraints, BFO or BOBYQA, and a method for solving special parametric MPECs from the interactive system UFO. We report on numerical performance in several small-dimensional test problems.
- In this paper, we propose a new numerical method to compute approximate and the so-called relaxed pessimistic solutions to mathematical programs with equilibrium constraints (MPECs), where the solution map arising in the equilibrium constraints is not single-valued. This method combines two types of existing codes, a code for derivative-free optimization under box constraints, BFO or BOBYQA, and a method for solving special parametric MPECs from the interactive system UFO. We report on numerical performance in several small-dimensional test problems. (en)
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Title
| - On the computation of relaxed pessimistic solutions to MPECs
- On the computation of relaxed pessimistic solutions to MPECs (en)
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skos:prefLabel
| - On the computation of relaxed pessimistic solutions to MPECs
- On the computation of relaxed pessimistic solutions to MPECs (en)
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skos:notation
| - RIV/67985807:_____/13:00366653!RIV13-GA0-67985807
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http://linked.open...avai/predkladatel
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(1M0572), P(GA201/09/1957), Z(AV0Z10300504), Z(AV0Z10750506)
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http://linked.open...iv/cisloPeriodika
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/67985807:_____/13:00366653
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - MPEC; equilibrium constraints; pessimistic solution; value function; relaxed and approximate solutions (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...odStatuVydavatele
| - GB - Spojené království Velké Británie a Severního Irska
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http://linked.open...ontrolniKodProRIV
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http://linked.open...i/riv/nazevZdroje
| - Optimization Methods & Software
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...v/svazekPeriodika
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http://linked.open...iv/tvurceVysledku
| - Matonoha, Ctirad
- Outrata, Jiří
- Červinka, Michal
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http://linked.open...ain/vavai/riv/wos
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http://linked.open...n/vavai/riv/zamer
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issn
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number of pages
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http://bibframe.org/vocab/doi
| - 10.1080/10556788.2011.627585
|