A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints

DOI10.1007/S10479-012-1191-5MaRDI QIDQ2442073zbMATH OpenOpenAlexFDO

Authors Yohan Shim, Marte Fodstad, Steven A. Gabriel, Asgeir Tomasgard

Publication date 31 March 2014

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11250/2463982

zbMATH Keywords

bilevel programmingbranch-and-bound methoddiscrete planning and decision makingglobal optimizationmathematical program with equilibrium constraintsoptimization

Mathematics Subject Classification ID

Integer programming (90C10) Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

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Cited in

(11)

• Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators
• A bicriteria perspective on \(L\)-penalty approaches -- a corrigendum to Siddiqui and Gabriel's \(L\)-penalty approach for solving MPECs
• A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
• A genetic algorithm using a finite search space for solving nonlinear/linear fractional bilevel programming problems
• Use of branch and bound method for search of an equilibrium in potential Cournot model
• scientific article; zbMATH DE number 3908171 (Why is no real title available?)
• A new decomposition algorithm for globally solving mathematical programs with affine equilibrium constraints
• A Benders decomposition method for discretely-constrained mathematical programs with equilibrium constraints
• An exact algorithmic framework for a class of mixed-integer programs with equilibrium constraints
• A complementarity-based partitioning and disjunctive cut algorithm for mathematical programming problems with equilibrium constraints
• On branch-and-bound algorithms for global optimal solutions to mathematical programs with affine equilibrium constraints

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