排序方式: 共有22条查询结果,搜索用时 15 毫秒
1.
《Operations Research Letters》2021,49(1):11-16
This paper considers a class of mathematical programs that include multiobjective generalized Nash equilibrium problems in the constraints. Little research can be found in the literature although it has some interesting applications. We present a single level reformulation for this kind of problems and show their equivalence in terms of global and local minimizers. We find that the reformulation is a special case of the so-called mathematical program with equilibrium constraints which is extensively studied in the literature. 相似文献
2.
Jiang Qian Ying 《Annals of Operations Research》2005,133(1-4):303-317
Road pricing is an important economic measure for optimal management of transportation networks. The optimization objectives
can be the total travel time or total cost incurred by all the travelers, or some other environmental objective such as minimum
emission of dioxide, an so on. Suppose a certain toll is posed on some link on the network, this will give an impact on flows
over the whole network and brings about a new equilibrium state. An equilibrium state is a state of traffic network at which
no traveler could decrease the perceived travel cost by unilaterally changing the route. The aim of the toll setting is to achieve such an equilibrium state that
a certain objective function is optimized. The problem can be formulated as a mathematical program with equilibrium constraints
(MPEC). A key step for solving such a MPEC problem is the sensitivity analysis of traffic flows with respect to the change
of link characteristics such as the toll prices. In this paper a sensitivity analysis based method is proposed for solving
optimal road pricing problems. 相似文献
3.
4.
《Applied Mathematical Modelling》2014,38(5-6):1846-1858
Continuous network design problem (CNDP) is to determine the set of link capacity expansions and the corresponding equilibrium flows for which the measures of performance index for the network is optimal. Conventionally, CNDP assumed users to be homogeneous, that is, all travelers on the same link of the network are identical insofar as congestion effect and they have the same value of time (VOT). In fact, it does not accord with the real situation that all have the same VOT. So, multiple user classes with different VOT should be considered. This paper examines the CNDP with different VOT for multiple user classes, which is generally expressed as a mathematical programming with equilibrium constraint (MPEC). Then, the cut constraint algorithm (CCA) is presented to solve the problem. The numerical experiments on the examples from the literature are illustrated to demonstrate that our model and algorithm are feasible. 相似文献
5.
Bruno Fanzeres Shabbir Ahmed Alexandre Street 《European Journal of Operational Research》2019,272(3):1158-1172
In this paper, we propose an alternative methodology for devising revenue-maximizing strategic bids under uncertainty in the competitors’ bidding strategy. We focus on markets endowed with a sealed-bid uniform-price auction with multiple divisible products. On recognizing that the bids of competitors may deviate from equilibrium and are of difficult statistical characterization, we proposed a two-stage robust optimization model with equilibrium constraints aiming to devise risk-averse strategic bids. The proposed model is a trilevel optimization problem that can be recast as a particular instance of a bilevel program with equilibrium constraints. Reformulation procedures are proposed to find a single-level equivalent formulation suitable for column-and-constraint generation (CCG) algorithm. Results show that even for the case in which an imprecision of 1% is observed on the rivals’ bids in the equilibrium point, the robust solution provides a significant risk reduction (of 79.9%) in out-of-sample tests. They also indicate that the best strategy against high levels of uncertainty on competitors’ bid approaches to a price-taker offer, i.e., bid maximum capacity at marginal cost. 相似文献
6.
Quasi-Newton methods in conjunction with the piecewise sequential quadratic programming are investigated for solving mathematical programming with equilibrium constraints, in particular for problems with complementarity constraints. Local convergence as well as superlinear convergence of these quasi-Newton methods can be established under suitable assumptions. In particular, several well-known quasi-Newton methods such as BFGS and DFP are proved to exhibit the local and superlinear convergence. 相似文献
7.
8.
提出了—个求解非线性互补约束均衡问题的滤子SQP算法.借助Fischer-Burmeister函数把均衡约束转化为—个非光滑方程组,然后利用逐步逼近和分裂思想,给出—个与原问题近似的一般的约束优化.引入滤子思想,避免了罚函数法在选择罚因子上的困难.在适当的条件下证明了算法的全局收敛性,部分的数值结果表明算法是有效的. 相似文献
9.
Siriphong Lawphongpanich 《Journal of Global Optimization》2006,35(1):121-130
The dynamic slope scaling procedure (DSSP) is an efficient heuristic algorithm that provides good solutions to the fixed-charge
transportation or network flow problem. However, the procedure is graphically motivated and appears unrelated to other optimization
techniques. In this paper, we formulate the fixed-charge problem as a mathematical program with complementarity constraints
(MPCC) and show that DSSP is equivalent to solving MPCC using Lagrangian relaxation with subproblem approximation. 相似文献
10.