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.
|Effective start/end date||1/09/04 → …|
- Proximal Point Methods
- Bundle Methods
- Numerical Methods
- Nondifferentiable Optimization