0366653 20240103195800.220120611235959.9 000309708800010 84867471857 10.1080/10556788.2011.627585 21 s. cav_un_epca*02545881055-6788281 (2013)186-206Taylor & Francis MPEC equilibrium constraints pessimistic solution value function relaxed and approximate solutions cav_un_auth*0220207 Červinka Michal Matematická teorie rozhodování Department of Decision Making Theory MTR MTR UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0100790 Matonoha Ctirad Oddělení výpočetních metod Department of Computational Methods UIVT-O Department of Computational Mathematics Ústav informatiky AV ČR, v. v. i. cav_un_auth*0101173 Outrata Jiří Matematická teorie rozhodování Department of Decision Making Theory MTR MTR UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. 1M0572 GA MŠk cav_un_auth*0001814 GA201/09/1957 GA ČR cav_un_auth*0253042 CEZ:AV0Z10300504 CEZ:AV0Z10750506 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. 2013 BA 4 A 4a 20231122134739.7 http://hdl.handle.net/11104/0201555 COMPUTERSCIENCESOFTWAREENGINEERING|MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE 1.271 0.149 9.V 0.00405 0.9 1055 67 0.689 ScienceCitationIndexExpanded Q2 76.011 67.936 Q1 Q2 2013 Soubory v repozitáři: a0366653.pdf 84867471857 SCOPUS 000309708800010 WOS cav_un_epca*0254588 Optimization Methods & Software 1055-6788 1029-4937 Roč. 28 č. 1 2013 186 206 Taylor & Francis