Report icon

Report

Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization

Abstract:

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...

Expand abstract

Actions


Access Document


Files:

Authors


Publication date:
2002-07-05
URN:
uuid:ab372559-c40a-4eef-8e17-3b7bdbb56deb
Local pid:
oai:eprints.maths.ox.ac.uk:1217

Terms of use


Metrics


Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP