Relaxation approach for equilibrium problems with equilibrium constraints

DOI10.1016/j.cor.2012.06.013zbMath1348.90585OpenAlexW2062592452MaRDI QIDQ336821

Sonja Steffensen, Micha Bittner

Publication date: 10 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2012.06.013

zbMATH Keywords

relaxationnonlinear programmingnonlinear complementarity problemmathematical program with equilibrium constraintsequilibrium problem with equilibrium constraintsNash game

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Strategic investment decisions in an oligopoly with a competitive fringe: an equilibrium problem with equilibrium constraints approach

Cites Work

• Unnamed Item
• Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
• Decomposition algorithms for generalized potential games
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
• Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints
• Practical bilevel optimization. Algorithms and applications
• Foundations of bilevel programming
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
• Abadie-type constraint qualification for mathematical programs with equilibrium constraints
• Non-cooperative games
• Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
• Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
• Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
• Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
• A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
• Solving multi-leader–common-follower games
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods
• Some properties of regularization and penalization schemes for MPECs
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
• Benchmarking optimization software with performance profiles.