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Mathematical Programs with Equilibrium Constraints

By (author) Zhi-Quan Luo, By (author) Jong-Shi Pang, By (author) Daniel Ralph

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This book provides a solid foundation and an extensive study for an important class of constrained optimization problems known as Mathematical Programs with Equilibrium Constraints (MPEC), which are extensions of bilevel optimization problems. The book begins with the description of many source problems arising from engineering and economics that are amenable to treatment by the MPEC methodology. Error bounds and parametric analysis are the main tools to establish a theory of exact penalisation, a set of MPEC constraint qualifications and the first-order and second-order optimality conditions. The book also describes several iterative algorithms such as a penalty-based interior point algorithm, an implicit programming algorithm and a piecewise sequential quadratic programming algorithm for MPECs. Results in the book are expected to have significant impacts in such disciplines as engineering design, economics and game equilibria, and transportation planning, within all of which MPEC has a central role to play in the modelling of many practical problems.

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The Order of Time

Carlo Rovelli
Paperback / softback
224 pages
was: R 295.95
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Available from overseas. Usually dispatched in 3 to 6 weeks

Originally published in Italian: L'ordine del tempo (Milan: Adelphi Edizioni, 2017).

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Helgoland: The Strange and Beautiful Story of Quantum Physics

Carlo Rovelli
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208 pages
was: R 295.95
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The Coming Wave: AI, Power and Our Future

Mustafa Suleyman
Paperback / softback
352 pages
was: R 295.95
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Stock is usually dispatched in 6-12 days from date of order

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