V2EX mathematical program with equilibrium constraints

Mathematical Program with Equilibrium Constraints

定义 Definition

含均衡约束的数学规划(常缩写 MPEC):一种优化问题,其中部分约束并非普通不等式/等式,而是来自“均衡条件”(如互补条件、变分不等式或KKT条件)。这类模型常用于描述领导者跟随者(双层优化)、市场均衡、网络流与定价等“决策+均衡”同时发生的情形。(该术语在工程与经济学优化中很常见。)

发音 Pronunciation

/mθmtkl prorm w ikwlbrim knstrents/
/m pi i si/ (MPEC)

例句 Examples

We model the market design as a mathematical program with equilibrium constraints.
我们把市场机制设计建模为一个含均衡约束的数学规划。

Because the followers’ responses must satisfy equilibrium conditions, the optimization becomes a mathematical program with equilibrium constraints and is often difficult to solve globally.
由于跟随者的响应必须满足均衡条件,这个优化问题就变成了含均衡约束的数学规划,并且通常很难求得全局最优解。

词源 Etymology

该术语由三部分构成:mathematical program(数学规划,指一般的优化/规划问题)+ equilibrium(均衡,源自拉丁语 aequilibrium,意为“平衡”)+ constraints(约束)。20世纪后期,随着互补问题(complementarity problems)变分不等式(variational inequalities)在经济与工程中的应用发展,研究者逐渐使用“MPEC”来概括“优化问题中嵌入均衡条件”的这一类模型。

相关词 Related Words

文学与作品 Literary Works

  • Luo, Pang & Ralph(编/著):Mathematical Programs with Equilibrium Constraints(学术专著/论文集,系统讨论MPEC理论与算法)
  • Facchinei & Pang:Finite-Dimensional Variational Inequalities and Complementarity Problems(互补问题与变分不等式经典著作,MPEC常作为重要应用背景出现)
  • Outrata, Kovara & Zowe:Nonsmooth Approach to Optimization Problems with Equilibrium Constraints(专门讨论带均衡约束优化的非光滑方法)
  • Ferris & Pang 等相关论文(在优化与运筹期刊中常以“MPEC”作为关键词出现,讨论算法、复杂性与应用建模)
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