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Stochastic programming with equilibrium constraints
 Journal Optimization Theory and Applications
"... In this paper we discuss hereandnow type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We also discuss consistency and rates of conver ..."
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Cited by 8 (1 self)
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In this paper we discuss hereandnow type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We also discuss consistency and rates
Stochastic Mathematical Programs With Equilibrium Constraints
 Operations Research Letters
, 1997
"... We introduce Stochastic Mathematical Programs with Equilibrium Constraints (SMPEC), which generalize MPEC models to explicitly incorporate possible uncertainties in the problem data to obtain robust solutions to hierarchical problems. For this problem, we establish results on the existence of soluti ..."
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Cited by 35 (6 self)
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We introduce Stochastic Mathematical Programs with Equilibrium Constraints (SMPEC), which generalize MPEC models to explicitly incorporate possible uncertainties in the problem data to obtain robust solutions to hierarchical problems. For this problem, we establish results on the existence
Regularized Linear Programs With Equilibrium Constraints
, 1997
"... . We consider an arbitrary linear program with equilibrium constraints (LPEC) that may possibly be infeasible or have an unbounded objective function. We regularize the LPEC by perturbing it in a minimal way so that the regularized problem is solvable. We show that such regularization leads to a pro ..."
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Cited by 1 (0 self)
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. We consider an arbitrary linear program with equilibrium constraints (LPEC) that may possibly be infeasible or have an unbounded objective function. We regularize the LPEC by perturbing it in a minimal way so that the regularized problem is solvable. We show that such regularization leads to a
IN MULTIOBJECTIVE OPTIMIZATION WITH EQUILIBRIUM CONSTRAINTS1
, 2006
"... Abstract. In this paper we study multiobjective optimization problems with equilibrium constraints (MOECs) described by generalized equations in the form 0 E G(x, y) + Q(x, y), where both mappings G and Q are setvalued. Such models particularly arise from certain optimizationrelated problems gov ..."
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Abstract. In this paper we study multiobjective optimization problems with equilibrium constraints (MOECs) described by generalized equations in the form 0 E G(x, y) + Q(x, y), where both mappings G and Q are setvalued. Such models particularly arise from certain optimizationrelated problems
A Smoothing Method For Mathematical Programs With Equilibrium Constraints
, 1996
"... The mathematical program with equilibrium constraints (MPEC) is an optimization problem with variational inequality constraints. MPEC problems include bilevel programming problems as a particular case and have a wide range of applications. MPEC problems with strongly monotone variational inequalitie ..."
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Cited by 82 (6 self)
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The mathematical program with equilibrium constraints (MPEC) is an optimization problem with variational inequality constraints. MPEC problems include bilevel programming problems as a particular case and have a wide range of applications. MPEC problems with strongly monotone variational
ON THE GUIGNARD CONSTRAINT QUALIFICATION FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS
, 2004
"... Abstract. We recapitulate the well known fact that most of the standard constraint quali cations are violated for mathematical programs with equilibrium constraints (MPECs). We go on to show that the Abadie constraint qualication is only satised in fairly restrictive circumstances. In order to avo ..."
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Cited by 7 (1 self)
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Abstract. We recapitulate the well known fact that most of the standard constraint quali cations are violated for mathematical programs with equilibrium constraints (MPECs). We go on to show that the Abadie constraint qualication is only satised in fairly restrictive circumstances. In order
Stochastic Programming with Equilibrium Constraints A. Shapiro 1
"... Abstract. In this paper, we discuss hereandnow type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and r ..."
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Abstract. In this paper, we discuss hereandnow type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency
Local convergence of SQP methods for Mathematical Programs with Equilibrium Constraints
, 2002
"... Recently, it has been shown that Nonlinear Programming solvers can successfully solve a range of Mathematical Programs with Equilibrium Constraints (MPECs). ..."
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Cited by 71 (19 self)
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Recently, it has been shown that Nonlinear Programming solvers can successfully solve a range of Mathematical Programs with Equilibrium Constraints (MPECs).
Stochastic mathematical programs with equilibrium constraints, modeling and . . .
 SCHOOL OF INDUSTRIAL AND SYSTEM ENGINEERING, GEORGIA INSTITUTE OF TECHNOLOGY
, 2005
"... In this paper, we discuss the sample average approximation (SAA) method applied to a class of stochastic mathematical programs with variational (equilibrium) constraints. To this end, we briefly investigate the structure of both – the lower level equilibrium solution and objective integrand. We sho ..."
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Cited by 35 (7 self)
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In this paper, we discuss the sample average approximation (SAA) method applied to a class of stochastic mathematical programs with variational (equilibrium) constraints. To this end, we briefly investigate the structure of both – the lower level equilibrium solution and objective integrand. We
Results 1  10
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