Optimization problems with equilibrium constraints and their numerical solution.
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Hierarchical games (including Stackelberg games) (91A65)
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Cites work
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- scientific article; zbMATH DE number 1456803 (Why is no real title available?)
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Cited in
(19)- An MPCC approach on a Stackelberg game in an electric power market: changing the leadership
- Systemic risk and security management
- On the stability of approximate solutions to set-valued equilibrium problems
- Exact penalty functions and calmness for mathematical programming under nonlinear perturbations
- Simple bilevel programming and extensions
- A bundle-free implicit programming approach for a class of elliptic MPECs in function space
- Planning tank-truck hazardous materials shipments in intercity road transportation networks
- Shape optimization in 2D contact problems with given friction and a solution-dependent coefficient of friction
- Sensitivity of solutions to a parametric generalized equation
- Mathematical programs with equilibrium constraints: automatic reformulation and solution via constrained optimization
- Inverse truss design as a conic mathematical program with equilibrium constraints
- Elastic-mode algorithms for mathematical programs with equilibrium constraints: global convergence and stationarity properties
- Mathematical programs with equilibrium constraints: A brief survey of methods and optimality conditions
- An implicit formulation of mathematical program with complementarity constraints for application to robust structural optimization
- A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
- A globally convergent neurodynamics optimization model for mathematical programming with equilibrium constraints.
- Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- Homotopy method for a class of multiobjective optimization problems with equilibrium constraints
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