| bibtype |
J -
Journal Article
|
| ARLID |
0366653 |
| utime |
20240103195800.2 |
| mtime |
20120611235959.9 |
| WOS |
000309708800010 |
| SCOPUS |
84867471857 |
| DOI |
10.1080/10556788.2011.627585 |
| title
(primary) (eng) |
On the computation of relaxed pessimistic solutions to MPECs |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0254588 |
| ISSN |
1055-6788 |
| title
|
Optimization Methods & Software |
| volume_id |
28 |
| volume |
1 (2013) |
| page_num |
186-206 |
| publisher |
|
|
| keyword |
MPEC |
| keyword |
equilibrium constraints |
| keyword |
pessimistic solution |
| keyword |
value function |
| keyword |
relaxed and approximate solutions |
| author
(primary) |
| ARLID |
cav_un_auth*0220207 |
| name1 |
Červinka |
| name2 |
Michal |
| full_dept (cz) |
Matematická teorie rozhodování |
| full_dept (eng) |
Department of Decision Making Theory |
| department (cz) |
MTR |
| department (eng) |
MTR |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0100790 |
| name1 |
Matonoha |
| name2 |
Ctirad |
| full_dept (cz) |
Oddělení výpočetních metod |
| full_dept |
Department of Computational Methods |
| institution |
UIVT-O |
| full_dept |
Department of Computational Mathematics |
| fullinstit |
Ústav informatiky AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0101173 |
| name1 |
Outrata |
| name2 |
Jiří |
| full_dept (cz) |
Matematická teorie rozhodování |
| full_dept |
Department of Decision Making Theory |
| department (cz) |
MTR |
| department |
MTR |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
GA201/09/1957 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253042 |
|
| research |
CEZ:AV0Z10300504 |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| reportyear |
2013 |
| RIV |
BA |
| mrcbC52 |
4 A 4a 20231122134739.7 |
| permalink |
http://hdl.handle.net/11104/0201555 |
| mrcbT16-e |
COMPUTERSCIENCESOFTWAREENGINEERING|MATHEMATICSAPPLIED|OPERATIONSRESEARCHMANAGEMENTSCIENCE |
| mrcbT16-f |
1.271 |
| mrcbT16-g |
0.149 |
| mrcbT16-h |
9.V |
| mrcbT16-i |
0.00405 |
| mrcbT16-j |
0.9 |
| mrcbT16-k |
1055 |
| mrcbT16-l |
67 |
| mrcbT16-s |
0.689 |
| mrcbT16-z |
ScienceCitationIndexExpanded |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
76.011 |
| mrcbT16-C |
67.936 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q2 |
| arlyear |
2013 |
| mrcbTft |
\nSoubory v repozitáři: a0366653.pdf |
| mrcbU14 |
84867471857 SCOPUS |
| mrcbU34 |
000309708800010 WOS |
| mrcbU63 |
cav_un_epca*0254588 Optimization Methods & Software 1055-6788 1029-4937 Roč. 28 č. 1 2013 186 206 Taylor & Francis |
|