| Type de publication : |
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Preprint, Working Paper, Document sans référence, etc. |
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| Domaine : |
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Mathématiques/Optimisation et contrôle
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| Titre : |
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AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS. |
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| Auteur(s) : |
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Lina Abdallah 1, Mounir Haddou ( ) 1 |
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| Laboratoire : |
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| Résumé : |
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We propose an exact penalty approach to solve the mathematical problems with equilibrium constraints (MPECs). This work is based on the smoothing functions introduced by Haddou but we do not need any complicate updating rule for the penalty parameter. We present some numerical results to prove the viability of the approach. We consider two generic applications : the binary quadratic programs and simple number partitioning problems. |
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Langue du texte
intégral : |
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Anglais |
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Date de production,
écriture : |
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18/04/2011 |
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