Mathematical Programs with Equilibrium Constraints (Hardcover) (ISBN-13: 9780521572903)

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.

Author: Zhi-Quan Luo,Jong-Shi Pang,Daniel Ralph
ISBN-10: 0521572908
ISBN-13: 9780521572903
Publisher: Cambridge University Press
Language: English
Published: 11/13/1996
Pages: 428
Format: Hardcover
Weight: 1.75lbs
Size: 9.00h x 6.00w x 1.06d