| Full text | |
| Author(s): |
Helou, Elias S.
;
Santos, Sandra A.
;
Simoes, Lucas E. A.
Total Authors: 3
|
| Document type: | Journal article |
| Source: | IMA JOURNAL OF NUMERICAL ANALYSIS; v. N/A, p. 30-pg., 2022-05-18. |
| Abstract | |
Explicitly nonsmooth reformulations of mathematical programs with equilibrium constraints (MPEC) described by smooth functions are investigated. A sequential optimality condition (epsilon-ANOC) previously developed for nonsmooth optimization problems is adapted to suit the reformulations under analysis. Relationships between epsilon-ANOC and sequential optimality conditions especially crafted for MPEC are established. It is revealed that approaches developed for nonsmooth optimization improve the understanding of smooth problems with ill-conditioned geometries, which is the case for MPEC. Moreover, based on the availability of algorithms capable of generating epsilon-ANOC sequences, illustrative experiments are reported in which difficult problems are successfully solved. (AU) | |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 16/22989-2 - A sampling method for constrained nonsmooth optimization problems |
| Grantee: | Lucas Eduardo Azevedo Simões |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |