Equilibrium constrained optimization problems

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Birbil, S.I. and Bouza, G. and Frenk, J.B.G. and Still, G. (2006) Equilibrium constrained optimization problems. European Journal of Operational Research, 169 (3). 1108 -1127. ISSN 0377-2217

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Abstract:We consider equilibrium constrained optimization problems, which have a general formulation that encompasses well-known models such as mathematical programs with equilibrium constraints, bilevel programs, and generalized semi-infinite programming problems. Based on the celebrated KKM lemma, we prove the existence of feasible points for the equilibrium constraints. Moreover, we analyze the topological and analytical structure of the feasible set. Alternative formulations of an equilibrium constrained optimization problem (ECOP) that are suitable for numerical purposes are also given. As an important first step for developing efficient algorithms, we provide a genericity analysis for the feasible set of a particular ECOP, for which all the functions are assumed to be linear.

Item Type:Article
Copyright:© 2006 Elsevier
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/63681
Official URL:http://dx.doi.org/10.1016/j.ejor.2004.07.075
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