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Mathematical Programs with Equilibrium Constraints

  • William E. Hart
  • Carl D. Laird
  • Jean-Paul Watson
  • David L. Woodruff
  • Gabriel A. Hackebeil
  • Bethany L. Nicholson
  • John D. Siirola
Chapter
  • 5.2k Downloads
Part of the Springer Optimization and Its Applications book series (SOIA, volume 67)

Abstract

This chapter documents how to formulate mathematical programs with equilibrium constraints (MPECs), which naturally arise in a wide range of engineering and economic systems. We describe Pyomo components for complementarity conditions, and transformation capabilities that automate the reformulation of MPEC models, and meta-solvers that leverage these transformations to support global and local optimization of MPEC models.

Keywords

Mathematical Program Sequential Quadratic Programming Nonlinear Transformation Equilibrium Constraint Complementarity Condition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • William E. Hart
    • 1
  • Carl D. Laird
    • 1
  • Jean-Paul Watson
    • 1
  • David L. Woodruff
    • 2
  • Gabriel A. Hackebeil
    • 3
  • Bethany L. Nicholson
    • 1
  • John D. Siirola
    • 1
  1. 1.Sandia National LaboratoriesAlbuquerqueUSA
  2. 2.Graduate School of ManagementUniversity of California, DavisDavisUSA
  3. 3.Department of Industrial and Operations EngineeringUniversity of MichiganAnn ArborUSA

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