Optimization problems with equilibrium constraints and their numerical solution

@article{Kocvara2004OptimizationPW,
  title={Optimization problems with equilibrium constraints and their numerical solution},
  author={Michal Kocvara and Jir{\'i} V. Outrata},
  journal={Math. Program.},
  year={2004},
  volume={101},
  pages={119-149}
}
We consider a class of optimization problems with a generalized equation among the constraints. This class covers several problem types like MPEC (Mathematical Programs with Equilibrium Constraints) and MPCC (Mathematical Programs with Complementarity Constraints). We briefly review techniques used for numerical solution of these problems: penalty methods, nonlinear programming (NLP) techniques and Implicit Programming approach (ImP). We further present a new theoretical framework for the ImP… CONTINUE READING
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