Equilibrium Problems with Equilibrium Constraints (EPECs)

Project: Research

Description

MPECs problems are difficult problems because their feasible domain is nonconvex and ill-conditioned. Then the usual constraint qualification assumptions are not satisfied with all the consequences concerning the optimality conditions and the design of algorithms. An EPEC is a problem of finding a Nash equilibrium point that solves several MPECs simultaneously. The aim of this project is to construct efficient algorithms for solving this types of problems.
StatusActive
Effective start/end date1/09/04 → …

Keywords

  • Proximal Point Methods
  • Bundle Methods
  • Numerical Methods
  • Nondifferentiable Optimization