An MPEC based heuristic
Schmidt M, Steinbach MC, Willert BM (2015)
Publication Language: English
Publication Type: Book chapter / Article in edited volumes
Publication year: 2015
Publisher: SIAM
Edited Volumes: Evaluating Gas Network Capacities
Series: SIAM-MOS series on Optimization
Pages Range: 163-180
DOI: 10.1137/1.9781611973693.ch9
Abstract
In this chapter we discuss the problem of validation of nominations as a nonsmooth and nonconvex mixed-integer nonlinear feasibility problem. For this problem we present a primal heuristic that is based on reformulation techniques that smooth the appearing nonsmooth aspects and that reformulate discrete aspects with complementarity constraints and problem specific relaxations. The resulting mathematical program with equilibrium constraints (MPEC) model can be regularized by standard techniques leading to a nonlinear program (NLP) type model. Solutions to the latter can finally be used as approximative solutions to the underlying feasibility problem.
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Germany (DE)How to cite
APA:
Schmidt, M., Steinbach, M.C., & Willert, B.M. (2015). An MPEC based heuristic. In Koch T, Hiller B, Pfetsch ME, Schewe L (Eds.), Evaluating Gas Network Capacities. (pp. 163-180). SIAM.
MLA:
Schmidt, Martin, Marc C. Steinbach, and Bernhard M. Willert. "An MPEC based heuristic." Evaluating Gas Network Capacities. Ed. Koch T, Hiller B, Pfetsch ME, Schewe L, SIAM, 2015. 163-180.
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