| Texto completo | |
| Autor(es): |
Helou, Elias S.
;
Santos, Sandra A.
;
Simoes, Lucas E. A.
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | IMA JOURNAL OF NUMERICAL ANALYSIS; v. N/A, p. 30-pg., 2022-05-18. |
| Resumo | |
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) | |
| Processo FAPESP: | 18/24293-0 - Métodos computacionais de otimização |
| Beneficiário: | Sandra Augusta Santos |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria |
| Beneficiário: | Francisco Louzada Neto |
| Modalidade de apoio: | Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs |
| Processo FAPESP: | 16/22989-2 - Um método amostral para problemas de otimização não suave com restrições |
| Beneficiário: | Lucas Eduardo Azevedo Simões |
| Modalidade de apoio: | Bolsas no Brasil - Pós-Doutorado |