Mathematical Programs - Couverture souple

Luo, Zhi-Quan

 
9780521065085: Mathematical Programs
Couverture souple
ISBN 10 : 0521065089 ISBN 13 : 9780521065085
Editeur : Cambridge University Press, 2008

Synopsis

An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modelling of many practical problems.

Revue de presse

"The book provides a good basis for further theoretical and applications-oriented investigations of MPECs. This monograph can be recommended as a valuable resource in applied mathematics, especially in the fields of operations research and engineering, as well as for specialists in mathematical prgramming." Stephen Dempe,Mathematical Reviews

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
0521065089
ISBN 13 
9780521065085
Reliure
Broché
Numéro d'édition
1
Nombre de pages
428
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521572903: Mathematical Programs with Equilibrium Constraints

Edition présentée

ISBN 10 :  0521572908 ISBN 13 :  9780521572903
Editeur : Cambridge University Press, 1996
Couverture rigide