- Abstract:
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Constrained optimization has been extensively used to solve many large scale deterministic problems arising in economics, including, for example, square systems of equations and nonlinear programs. A separate set of models have been generated more recently, using complementarity to model various phenomenon, particularly in general equilibria. The unifying framework of mathematical programs with equilibrium constraints (MPEC) has been postulated for problems that combine facets of optimization...
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- Publication date:
- 2002-07-05
- URN:
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uuid:ab372559-c40a-4eef-8e17-3b7bdbb56deb
- Local pid:
- oai:eprints.maths.ox.ac.uk:1217
- Copyright date:
- 2002
Report
Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
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