Článek v odborném periodiku

Červinka M., Matonoha C., Outrata J.

Optimization Methods & Software

2011

1055-6788

Mgr. Michal Červinka, Ph.D. (ÚTIA - Oddělení matematické teorie rozhodování)

MPEC, equilibrium constraints, pessimistic solution, value f

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.