AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS.

Abstract : We propose an exact penalty approach to solve the mathematical problems with equilibrium constraints (MPECs). This work is based on the smoothing functions introduced by Haddou but we do not need any complicate updating rule for the penalty parameter. We present some numerical results to prove the viability of the approach. We consider two generic applications : the binary quadratic programs and simple number partitioning problems.
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Submitted on : Monday, April 18, 2011 - 10:50:05 AM
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Lina Abdallah, Mounir Haddou. AN EXACT PENALTY APPROACH FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS.. 2011. ⟨hal-00586647⟩

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