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MP
2008
117views more  MP 2008»
14 years 13 days ago
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Abstract. We study piecewise decomposition methods for mathematical programs with equilibrium constraints (MPECs) for which all constraint functions are linear. At each iteration o...
Giovanni Giallombardo, Daniel Ralph
EOR
2006
79views more  EOR 2006»
14 years 14 days ago
Equilibrium constrained optimization problems
ABSTRACT. We consider equilibrium constrained optimization problems, which have a general formulation that encompasses well-known models such as mathematical programs with equilibr...
S. Ilker Birbil, Gemayqzel Bouza, J. B. G. Frenk, ...
ANOR
2007
91views more  ANOR 2007»
14 years 18 days ago
An overview of bilevel optimization
Abstract This paper is devoted to bilevel optimization, a branch of mathematical programming of both practical and theoretical interest. Starting with a simple example, we proceed ...
Benoît Colson, Patrice Marcotte, Gilles Sava...