Mathematical Programs with Equilibrium Constraints : Automatic Reformulation and Solution via Constrained Optimization ∗

  title={Mathematical Programs with Equilibrium Constraints : Automatic Reformulation and Solution via Constrained Optimization ∗},
  author={Michael C. Ferris and Steven P. Dirkse and Alexander Meeraus},
Constrained optimization has been extensively used to solve many large scale deterministic problems arising in economics, including, for example, square systems of equations and nonlinear programs. A separate set of models have been generated more recently, using complementarity to model various phenomena, particularly in general equilibria. The unifying framework of mathematical programs with equilibrium constraints (MPEC) has been postulated for problems that combine facets of optimization… CONTINUE READING
Highly Cited
This paper has 33 citations. REVIEW CITATIONS


Publications citing this paper.
Showing 1-10 of 23 extracted citations

Decentralized Nash equilibrium seeking by strategic generators for DC optimal power flow

2017 51st Annual Conference on Information Sciences and Systems (CISS) • 2017


Publications referenced by this paper.
Showing 1-10 of 46 references

BARON: A general purpose global optimization software package

J. Global Optimization • 1996
View 7 Excerpts
Highly Influenced

Computation of economic equilibria by a sequence of linear complementarity problems

L. Mathiesen
Mathematical Programming Study, 23:144–162 • 1985
View 6 Excerpts
Highly Influenced

A multistart scatter search heuristic for smooth NLP and MINLP problems

Z. Ugray, L. Lasdon, +3 authors R. Marti
Technical report, University of Texas at Austin • 2002
View 1 Excerpt

Nonlinear programming approaches for an inverse problem in quasibrittle fracture

F. Tin-Loi, N. S. Que
International Journal of Mechanical Sciences, 44:843–858 • 2002
View 1 Excerpt

Preprocessing complementarity problems

M. C. Ferris, T. S. Munson
M. C. Ferris, O.L. Mangasarian, and J. S. Pang, editors, Complementarity: Applications, Algorithms and Extensions, volume 50 of Applied Optimization, pages 143–164, Dordrecht, The Netherlands • 2001
View 1 Excerpt

Similar Papers

Loading similar papers…