Abstract

This work deals with mathematical programs with fuzzy equilibrium constraints. It shows that solving the fuzzy MPEC is equivalent to solving a fuzzy complementarity constrained optimization problem. By using the tolerance approach, we show that the fuzzy complementarity constrained optimization problem can be converted to a regular nonlinear programming problem. A new smoothing approach based on entropic regularization is developed for solving the resulting optimization problem. Numerical examples are also included to illustrate the solution procedure.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.