Journal article
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
Computational optimization and applications, v 34(2)
Jun 2006
Abstract
In this paper we consider the question of solving equilibrium problems—formulated as complementarity problems and, more generally, mathematical programs with equilibrium constraints (MPECs)—as nonlinear programs, using an interior-point approach. These problems pose theoretical difficulties for nonlinear solvers, including interior-point methods. We examine the use of penalty methods to get around these difficulties and provide substantial numerical results. We go on to show that penalty methods can resolve some problems that interior-point algorithms encounter in general.
Metrics
Details
- Title
- Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
- Creators
- Hande Benson - Decision Sciences Department LeBow College of Business, Drexel University Philadelphia PA 19104Arun Sen - Department of Operations Research and Financial Engineering Princeton University Princeton NJ 08544David Shanno - RUTCOR - Rutgers Center of Operations Research Rutgers University New Brunswick NJ 08903Robert Vanderbei - Department of Operations Research and Financial Engineering Princeton University Princeton NJ 08544
- Publication Details
- Computational optimization and applications, v 34(2)
- Publisher
- Kluwer Academic Publishers; Boston
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Decision Sciences (and Management Information Systems)
- Web of Science ID
- WOS:000238269100001
- Scopus ID
- 2-s2.0-33745158669
- Other Identifier
- 991014878076804721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Collaboration types
- Domestic collaboration
- Web of Science research areas
- Mathematics, Applied
- Operations Research & Management Science