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| HAL : hal-00586647, version 1 |
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| AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS. |
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| Lina Abdallah 1Mounir Haddou 1 |
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| (18/04/2011) |
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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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| 1 : | Mathématiques - Analyse, Probabilités, Modélisation - Orléans (MAPMO) |
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Université d'Orléans – CNRS : UMR7349 |
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| Domaine | : | Mathématiques/Optimisation et contrôle |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00586647, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00586647 | |
| oai:hal.archives-ouvertes.fr:hal-00586647 | |
| Contributeur : Mounir Haddou | |
| Soumis le : Lundi 18 Avril 2011, 10:50:05 | |
| Dernière modification le : Lundi 18 Avril 2011, 11:37:39 | |
