Mathematical programming with equilibrium constraints
Mathematical programming with equilibrium constraints (MPEC) is the study of constrained optimization problems where the constraints include variational inequalities or complementarities. MPEC is related to the Stackelberg game.
MPEC is difficult to deal with because its feasible region is not necessarily convex or even connected.
- Z.-Q. Luo, J.-S. Pang and D. Ralph: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, 1996, ISBN 0-521-57290-8.
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