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Generalized Nash Equilibrium Problems, Bilevel Programming and MPEC (Hardcover, 1st ed. 2017)
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Generalized Nash Equilibrium Problems, Bilevel Programming and MPEC (Hardcover, 1st ed. 2017)
Series: Forum for Interdisciplinary Mathematics
Expected to ship within 12 - 17 working days
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The book discusses three classes of problems: the generalized Nash
equilibrium problems, the bilevel problems and the mathematical
programming with equilibrium constraints (MPEC). These problems
interact through their mathematical analysis as well as their
applications. The primary aim of the book is to present the modern
tool of variational analysis and optimization, which are used to
analyze these three classes of problems. All contributing authors
are respected academicians, scientists and researchers from around
the globe. These contributions are based on the lectures delivered
by experts at CIMPA School, held at the University of Delhi, India,
from 25 November-6 December 2013, and peer-reviewed by
international experts. The book contains five chapters. Chapter 1
deals with nonsmooth, nonconvex bilevel optimization problems whose
feasible set is described by using the graph of the solution set
mapping of a parametric optimization problem. Chapter 2 describes a
constraint qualification to MPECs considered as an application of
calmness concept of multifunctions and is used to derive
M-stationarity conditions for MPEC. Chapter 3 discusses the first-
and second-order optimality conditions derived for a special case
of a bilevel optimization problem in which the constraint set of
the lower level problem is described as a general compact convex
set. Chapter 4 concentrates the results of the modelization and
analysis of deregulated electricity markets with a focus on
auctions and mechanism design. Chapter 5 focuses on optimization
approaches called reflection methods for protein conformation
determination within the framework of matrix completion. The last
chapter (Chap. 6) deals with the single-valuedness of quasimonotone
maps by using the concept of single-directionality with a special
focus on the case of the normal operator of lower semi-continuous
quasiconvex functions.
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