Mathematical Programs with Equilibrium Constraints 2024 pdf epub mobi 电子书

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发表于2024-10-04

Mathematical Programs with Equilibrium Constraints 2024 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:Luo, Zhi-Quan/ Pang, Jong-Shi/ Ralph, Daniel

出品人:

页数:428

译者:

出版时间:2008-6

价格:$ 94.92

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isbn号码:9780521065085

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图书标签: 最优化

Mathematical Programs with Equilibrium Constraints 2024 pdf epub mobi 电子书图书描述

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.

Mathematical Programs with Equilibrium Constraints 2024 pdf epub mobi 电子书

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