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Item Details
| Title:
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MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS
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| By: |
Zhi-Quan Luo, Jong-Shi Pang, Daniel Ralph |
| Format: |
Electronic book text |
| List price:
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£102.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0511983654 |
| ISBN 13: |
9780511983658 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
5 December, 2011 |
| Description: |
An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints. |
| Synopsis: |
This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modelling of many practical problems. |
| Illustrations: |
4 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press (Virtual Publishing) |
| Returns: |
Non-returnable |
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