Mathematical Programs with Equilibrium Constraints 1st Edition by Zhi-Quan Luo (PDF)

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    Ebook Info

    • Published: 1996
    • Number of pages: 428 pages
    • Format: PDF
    • File Size: 14.33 MB
    • Authors: Zhi-Quan Luo

    Description

    This book provides a solid foundation and an extensive study for Mathematical Programs with Equilibrium Constraints (MPEC). It 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 penalization, 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 modeling of many practical problems.

    User’s Reviews

    Editorial Reviews: Review “The book provides a good basis for further theoretical and applications-oriented investigations of MPECs. This monograph can be recommended as a valuable resource in applied mathematics, especially in the fields of operations research and engineering, as well as for specialists in mathematical prgramming.” Stephen Dempe,Mathematical Reviews Book Description An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints.

    Reviews from Amazon users which were colected at the time this book was published on the website:

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