A bicriteria perspective on L-penalty approaches -- a corrigendum to Siddiqui and Gabriel's L-penalty approach for solving MPECs

DOI10.1007/S11067-019-9440-7OpenAlexW2883188584WikidataQ128308913 ScholiaQ128308913MaRDI QIDQ2005902FDOQ2005902

Authors: Kerstin Dächert, Javier Saez-Gallego, Steven A. Gabriel, Juan Miguel Morales, Sauleh Siddiqui 

Publication date: 8 October 2020

Published in: Networks and Spatial Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.09340

Recommendations

• A power penalty method for linear complementarity problems
• A note on a penalty function approach for solving bilevel linear programs
• A penalty method for a mixed nonlinear complementarity problem
• scientific article; zbMATH DE number 1135771
• Exact Penalization of Mathematical Programs with Equilibrium Constraints

zbMATH Keywords

equilibrium problemsMPECbicriteria optimization\(L\)-penalty method

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Operations research, mathematical programming (90-XX)

Cites Work

• Efficiently solving linear bilevel programming problems using off-the-shelf optimization software
• A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints
• Multicriteria Optimization
• Mathematical Programs with Equilibrium Constraints
• Proper efficiency and the theory of vector maximization
• An SOS1-based approach for solving MPECs with a natural gas market application
• Title not available (Why is that?)
• A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems
• Bicriteria Transportation Problem
• Removing cross-border capacity bottlenecks in the European natural gas market -- a proposed merchant-regulatory mechanism
• On the representation of the search region in multi-objective optimization
• The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited
• Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints
• Solving mathematical programs with equilibrium constraints
• Robust truss topology optimization via semidefinite programming with complementarity constraints: a difference-of-convex programming approach
• Electric power network oligopoly as a dynamic Stackelberg game
• A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market
• Network expansion to mitigate market power
• Efficient computation of the search region in multi-objective optimization
• Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints
• A study of the difference-of-convex approach for solving linear programs with complementarity constraints
• An exact solution method for binary equilibrium problems with compensation and the power market uplift problem
• Global optimization of mathematical programs with complementarity constraints and application to clean energy deployment

Cited In (1)

• A bicriteria perspective on L-Penalty Approaches - A corrigendum to Siddiqui and Gabriel's L-Penalty Approach for Solving MPECs

Uses Software

• bilevel

This page was built for publication: A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2005902)