Entropic regularization approach for mathematical programs with equilibrium constraints

Ilker Birbil, Shu-Cherng Fang and J. Han

No EI 2002-52, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: A new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown. The viability of the proposed approach is supported by a computational study on a set of well-known test problems.

Keywords: Entropic regularization; Mathematical programs with equilibrium constraints; Smoothing approach (search for similar items in EconPapers)
Date: 2002-12-31
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