Verfügbarkeit: Mathematical programs with equilibrium constraints

Mathematical programs with equilibrium constraints:

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	Luo, Zhi-Quan (VerfasserIn), Pang, Jong-Shi (VerfasserIn), Ralph, Daniel C. (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge [u.a.] Cambridge Univ. Press 1996
Ausgabe:	1. publ.
Schlagwörter:	Nichtlineare Optimierung
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007523620&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Hier auch später erschienene, unveränderte Nachdrucke
Umfang:	XXIV, 401 S.
ISBN:	0521572908 9780521572903 9780521065085

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV011214966
003	DE-604
005	20140813
007	t\|
008	970221s1996 xx \|\|\|\| 00\|\|\| eng d
020			\|a 0521572908 \|9 0-521-57290-8
020			\|a 9780521572903 \|c hbk. \|9 978-0-521-57290-3
020			\|a 9780521065085 \|c pbk \|9 978-0-521-06508-5
035			\|a (OCoLC)243855675
035			\|a (DE-599)BVBBV011214966
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a eng
049			\|a DE-29T \|a DE-12 \|a DE-703 \|a DE-20 \|a DE-91G \|a DE-83 \|a DE-11 \|a DE-N2
082	0		\|a 519.76
084			\|a SK 870 \|0 (DE-625)143265: \|2 rvk
084			\|a MAT 910f \|2 stub
084			\|a 90C30 \|2 msc
100	1		\|a Luo, Zhi-Quan \|e Verfasser \|4 aut
245	1	0	\|a Mathematical programs with equilibrium constraints \|c Zhi-Quan Luo ; Jong-Shi Pang ; Daniel Ralph
250			\|a 1. publ.
264		1	\|a Cambridge [u.a.] \|b Cambridge Univ. Press \|c 1996
300			\|a XXIV, 401 S.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
500			\|a Hier auch später erschienene, unveränderte Nachdrucke
650	0	7	\|a Nichtlineare Optimierung \|0 (DE-588)4128192-5 \|2 gnd \|9 rswk-swf
689	0	0	\|a Nichtlineare Optimierung \|0 (DE-588)4128192-5 \|D s
689	0		\|5 DE-604
700	1		\|a Pang, Jong-Shi \|e Verfasser \|4 aut
700	1		\|a Ralph, Daniel C. \|e Verfasser \|4 aut
856	4	2	\|m GBV Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007523620&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-007523620

Datensatz im Suchindex

DE-BY-TUM_call_number	0102 MAT 916f 2001 A 23254
DE-BY-TUM_katkey	1034248
DE-BY-TUM_location	01
DE-BY-TUM_media_number	040020374692
_version_	1821931598357987328
adam_text	MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS ZHI-QUAN LUO MCMASTER UNIVERSITY JONG-SHI PANG THE JOHNS HOPKINS UNIVERSITY DANIEL RALPH THE UNIVERSITY OF MELBOURNE CAMBRIDGE UNIVERSITY PRESS CONTENTS NUMBERING SYSTEM XI ACRONYMS XIII GLOSSARY OF NOTATION XV PREFACE XXI 1 INTRODUCTION 1 1.1 PROBLEM FORMULATION 1 1.2 SOURCE PROBLEMS 9 1.3 EQUIVALENT CONSTRAINT FORMULATIONS 34 1.3.1 MPEC IN NORMAL FORM 35 1.3.2 MPEC IN KKT FORM 38 1.3.3 MERIT FUNCTIONS FOR CP/VI 51 1.3.4 MONOTONICITY AND THE IMPLICIT FORM 54 1.4 EXISTENCE OF OPTIMAL SOLUTIONS 57 2 EXACT PENALIZATION OF MPEC 61 2.1 GENERAL EXACT PENALTY RESULTS 63 2.2 PENALTY RESULTS FOR MPEC 70 2.3 IMPROVED ERROR BOUNDS 74 2.3.1 HOFFMAN S ERROR BOUND FOR LINEAR SYSTEMS 78 2.3.2 ERROR BOUNDS FOR AVI AND LCP 81 2.3.3 ERROR BOUNDS FOR A QUADRATIC SYSTEM 87 2.3.4 ERROR BOUNDS FOR NCP 95 2.4 IMPROVED PENALTY RESULTS FOR MPEC 102 VII VIII CONTENTS 2.4.1 AVI CONSTRAINED MATHEMATICAL PROGRAM 102 2.4.2 NCP CONSTRAINED MATHEMATICAL PROGRAM 108 2.4.3 OPTIMALITY CONDITIONS: PRELIMINARY DISCUSSION .... 109 3 FIRST-ORDER OPTIMALITY CONDITIONS 113 3.1 ELEMENTARY STATIONARITY CONCEPTS 114 3.2 THE TANGENT CONE 118 3.3 STATIONARITY UNDER THE FULL CQ FOR MPEC 126 3.3.1 PRIMAL-DUAL CHARACTERIZATION OF STATIONARITY 129 3.4 MORE ABOUT THE KKT FORMULATION OF MPEC 137 4 VERIFICATION OF MPEC HYPOTHESES 145 4.1 AVI CONSTRAINED MATHEMATICAL PROGRAM 146 4.2 AN IMPLICIT PROGRAMMING APPROACH 151 4.2.1 B-DIFFERENTIABLE FUNCTIONS 154 4.2.2 KEY IMPLICIT ASSUMPTION 157 4.2.3 PIECEWISE SMOOTH FUNCTIONS AND DEGREE THEORY .... 159 4.2.4 EXISTENCE OF A PIECEWISE SMOOTH IMPLICIT FUNCTION . . 172 4.2.5 CALCULATION OF DIRECTIONAL DERIVATIVES 186 4.2.6 VERIFICATION OF CQS FOR MPEC 193 4.2.7 MORE ON STRONG COHERENT ORIENTATION 196 4.3 A PIECEWISE PROGRAMMING APPROACH 206 4.3.1 UNIQUENESS OF MPEC MULTIPLIERS 213 4.4 AN EXACT PENALTY EQUIVALENT OF ORDER 1 219 5 SECOND-ORDER OPTIMALITY CONDITIONS 223 5.1 REVIEW OF SECOND-ORDER NLP OPTIMALITY THEORY 224 5.2 AVI CONSTRAINED MATHEMATICAL PROGRAM 227 5.3 NCP CONSTRAINED MATHEMATICAL PROGRAM 233 5.4 IMPLICIT PROGRAMMING BASED RESULTS 242 5.5 KKT CONSTRAINED MATHEMATICAL PROGRAM 254 5.6 A PIECEWISE PROGRAMMING APPROACH 258 5.6.1 SUFFICIENCY BASED ON THE RELAXED NLP 265 6 ALGORITHMS FOR MPEC 271 6.1 A PENALTY INTERIOR POINT ALGORITHM 272 6.1.1 OPTIMALITY CONDITIONS 273 CONTENTS IX 6.1.2 PRELIMINARIES FOR PIPA 277 6.1.3 ALGORITHM DESCRIPTION AND CONVERGENCE ANALYSIS . . . 288 6.1.4 SPECIAL CASES 300 6.2 AN ALTERNATIVE PIPA FOR LCP CONSTRAINED MP 312 6.3 AN IMPLICIT PROGRAMMING BASED ALGORITHM 320 6.3.1 ALGORITHM DESCRIPTION AND CONVERGENCE 321 6.3.2 IMPLEMENTATION ISSUES 329 6.4 A PIECEWISE SQP APPROACH 331 6.4.1 A BRIEF REVIEW OF SQP METHODS FOR NLP 331 6.4.2 A PSQP METHOD FOR MPEC 336 6.5 COMPUTATIONAL TESTING 345 6.5.1 SOME IMPLEMENTATION DETAILS 345 6.5.2 NUMERICAL RESULTS 351 6.5.3 DISCUSSION 358 BIBLIOGRAPHY 361 INDEX 391
any_adam_object	1
author	Luo, Zhi-Quan Pang, Jong-Shi Ralph, Daniel C.
author_facet	Luo, Zhi-Quan Pang, Jong-Shi Ralph, Daniel C.
author_role	aut aut aut
author_sort	Luo, Zhi-Quan
author_variant	z q l zql j s p jsp d c r dc dcr
building	Verbundindex
bvnumber	BV011214966
classification_rvk	SK 870
classification_tum	MAT 910f
ctrlnum	(OCoLC)243855675 (DE-599)BVBBV011214966
dewey-full	519.76
dewey-hundreds	500 - Natural sciences and mathematics
dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.76
dewey-search	519.76
dewey-sort	3519.76
dewey-tens	510 - Mathematics
discipline	Mathematik
edition	1. publ.
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01637nam a2200421 c 4500</leader><controlfield tag="001">BV011214966</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140813 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">970221s1996 xx \|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0521572908</subfield><subfield code="9">0-521-57290-8</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521572903</subfield><subfield code="c">hbk.</subfield><subfield code="9">978-0-521-57290-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780521065085</subfield><subfield code="c">pbk</subfield><subfield code="9">978-0-521-06508-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)243855675</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011214966</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29T</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-N2</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.76</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 870</subfield><subfield code="0">(DE-625)143265:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 910f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">90C30</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Luo, Zhi-Quan</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Mathematical programs with equilibrium constraints</subfield><subfield code="c">Zhi-Quan Luo ; Jong-Shi Pang ; Daniel Ralph</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. publ.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge [u.a.]</subfield><subfield code="b">Cambridge Univ. Press</subfield><subfield code="c">1996</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXIV, 401 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Hier auch später erschienene, unveränderte Nachdrucke</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtlineare Optimierung</subfield><subfield code="0">(DE-588)4128192-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Nichtlineare Optimierung</subfield><subfield code="0">(DE-588)4128192-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pang, Jong-Shi</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ralph, Daniel C.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">GBV Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007523620&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007523620</subfield></datafield></record></collection>
id	DE-604.BV011214966
illustrated	Not Illustrated
indexdate	2024-12-20T10:08:21Z
institution	BVB
isbn	0521572908 9780521572903 9780521065085
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-007523620
oclc_num	243855675
open_access_boolean
owner	DE-29T DE-12 DE-703 DE-20 DE-91G DE-BY-TUM DE-83 DE-11 DE-N2
owner_facet	DE-29T DE-12 DE-703 DE-20 DE-91G DE-BY-TUM DE-83 DE-11 DE-N2
physical	XXIV, 401 S.
publishDate	1996
publishDateSearch	1996
publishDateSort	1996
publisher	Cambridge Univ. Press
record_format	marc
spellingShingle	Luo, Zhi-Quan Pang, Jong-Shi Ralph, Daniel C. Mathematical programs with equilibrium constraints Nichtlineare Optimierung (DE-588)4128192-5 gnd
subject_GND	(DE-588)4128192-5
title	Mathematical programs with equilibrium constraints
title_auth	Mathematical programs with equilibrium constraints
title_exact_search	Mathematical programs with equilibrium constraints
title_full	Mathematical programs with equilibrium constraints Zhi-Quan Luo ; Jong-Shi Pang ; Daniel Ralph
title_fullStr	Mathematical programs with equilibrium constraints Zhi-Quan Luo ; Jong-Shi Pang ; Daniel Ralph
title_full_unstemmed	Mathematical programs with equilibrium constraints Zhi-Quan Luo ; Jong-Shi Pang ; Daniel Ralph
title_short	Mathematical programs with equilibrium constraints
title_sort	mathematical programs with equilibrium constraints
topic	Nichtlineare Optimierung (DE-588)4128192-5 gnd
topic_facet	Nichtlineare Optimierung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007523620&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT luozhiquan mathematicalprogramswithequilibriumconstraints AT pangjongshi mathematicalprogramswithequilibriumconstraints AT ralphdanielc mathematicalprogramswithequilibriumconstraints

Verfügbarkeit

Bestellen (Login erforderlich)

Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Teilbibliothek Mathematik & Informatik

Bestandsangaben von Teilbibliothek Mathematik & Informatik
Signatur:	0102 MAT 916f 2001 A 23254 Lageplan
Exemplar 1	Ausleihbar Am Standort