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Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
On the computation of relaxed pessimistic solutions to MPECs
Typ:
Jornal article
Authors:
Červinka M., Matonoha C., Outrata J.
Name of journal:
Optimization Methods & Software
Year:
2011
ISSN:
1055-6788
Keywords:
MPEC, equilibrium constraints, pessimistic solution, value f
Anotation:
In this paper, we propose a new numerical method to compute approximate and the so-called relaxed pessimistic solutions to mathematical programs with equilibrium constraints (MPECs), where the solution map arising in the equilibrium constraints is not single-valued. This method combines two types of existing codes, a code for derivative-free optimization under box constraints, BFO or BOBYQA, and a method for solving special parametric MPECs from the interactive system UFO.We report on numerical performance in several small-dimensional test problems.