Birbil, Birbil, S.I.; Fang, Fang, S-C.; Han, J. - Erasmus Research Institute of Management (ERIM), … - 2002
A new smoothing approach based on entropic perturbation is proposed for solving mathematical programs with equilibrium constraints. Some of the desirable properties of the smoothing function are shown. The viability of the proposed approach is supported by a computationalstudy on a set of...