Mathematical Programs with Equilibrium Constraints - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Programs with Equilibrium Constraints write by Zhi-Quan Luo. This book was released on 1996-11-13. Mathematical Programs with Equilibrium Constraints available in PDF, EPUB and Kindle. An extensive study for an important class of constrained optimisation problems known as Mathematical Programs with Equilibrium Constraints.
Pyomo – Optimization Modeling in Python
Pyomo – Optimization Modeling in Python - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Pyomo – Optimization Modeling in Python write by William E. Hart. This book was released on 2012-02-15. Pyomo – Optimization Modeling in Python available in PDF, EPUB and Kindle. This book provides a complete and comprehensive reference/guide to Pyomo (Python Optimization Modeling Objects) for both beginning and advanced modelers, including students at the undergraduate and graduate levels, academic researchers, and practitioners. The text illustrates the breadth of the modeling and analysis capabilities that are supported by the software and support of complex real-world applications. Pyomo is an open source software package for formulating and solving large-scale optimization and operations research problems. The text begins with a tutorial on simple linear and integer programming models. A detailed reference of Pyomo's modeling components is illustrated with extensive examples, including a discussion of how to load data from data sources like spreadsheets and databases. Chapters describing advanced modeling capabilities for nonlinear and stochastic optimization are also included. The Pyomo software provides familiar modeling features within Python, a powerful dynamic programming language that has a very clear, readable syntax and intuitive object orientation. Pyomo includes Python classes for defining sparse sets, parameters, and variables, which can be used to formulate algebraic expressions that define objectives and constraints. Moreover, Pyomo can be used from a command-line interface and within Python's interactive command environment, which makes it easy to create Pyomo models, apply a variety of optimizers, and examine solutions. The software supports a different modeling approach than commercial AML (Algebraic Modeling Languages) tools, and is designed for flexibility, extensibility, portability, and maintainability but also maintains the central ideas in modern AMLs.
Mathematical Programs with Equilibrium Constraints
Mathematical Programs with Equilibrium Constraints - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Programs with Equilibrium Constraints write by Zhi-Quan Luo. This book was released on 1996-11-13. Mathematical Programs with Equilibrium Constraints available in PDF, EPUB and Kindle. 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.
Nonsmooth Approach to Optimization Problems with Equilibrium Constraints
Nonsmooth Approach to Optimization Problems with Equilibrium Constraints - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonsmooth Approach to Optimization Problems with Equilibrium Constraints write by Jiri Outrata. This book was released on 2013-06-29. Nonsmooth Approach to Optimization Problems with Equilibrium Constraints available in PDF, EPUB and Kindle. In the early fifties, applied mathematicians, engineers and economists started to pay c10se attention to the optimization problems in which another (lower-Ievel) optimization problem arises as a side constraint. One of the motivating factors was the concept of the Stackelberg solution in game theory, together with its economic applications. Other problems have been encountered in the seventies in natural sciences and engineering. Many of them are of practical importance and have been extensively studied, mainly from the theoretical point of view. Later, applications to mechanics and network design have lead to an extension of the problem formulation: Constraints in form of variation al inequalities and complementarity problems were also admitted. The term "generalized bi level programming problems" was used at first but later, probably in Harker and Pang, 1988, a different terminology was introduced: Mathematical programs with equilibrium constraints, or simply, MPECs. In this book we adhere to MPEC terminology. A large number of papers deals with MPECs but, to our knowledge, there is only one monograph (Luo et al. , 1997). This monograph concentrates on optimality conditions and numerical methods. Our book is oriented similarly, but we focus on those MPECs which can be treated by the implicit programming approach: the equilibrium constraint locally defines a certain implicit function and allows to convert the problem into a mathematical program with a nonsmooth objective.
Ill-posed Variational Problems and Regularization Techniques
Ill-posed Variational Problems and Regularization Techniques - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Ill-posed Variational Problems and Regularization Techniques write by Michel Thera. This book was released on 2012-12-06. Ill-posed Variational Problems and Regularization Techniques available in PDF, EPUB and Kindle. This book presents recent developments in the field of ill-posed variational problems and variational inequalities, covering a large range of theoretical, numerical and practical aspects. The main topics are: - Regularization techniques for equilibrium and fixed point problems, variational inequalities and complementary problems, - Links between approximation, penalization and regularization, - Bundle methods, nonsmooth optimization and regularization, - Error Bounds for regularized optimization problems.
