Smoothing methods for mathematical programs with equilibrium constraints
Masao Fukushima, Gui-Hua Lin · 2004
In the recent optimization world, mathematical programs with equilibrium constraints (MPECs) have been receiving much attention and there have been proposed a number of methods for solving MPECs. We provide a brief review of the recent achievements in the MPEC field and, as further applications of MPECs, we also mention the developments of the stochastic mathematical programs with equilibrium constraints (SMPECs).