A high-performance nonlinear dynamic scheme for the solution of equilibrium constrained optimization problems

作者：

Highlights：

• A dynamic model to solve equilibrium constrained optimization problem is proposed.

• The limit stationary point of the model approximates the solutions of the MPECs.

• Proposed model has asymptotic stability over its equilibrium point.

• Numerical simulations and its application in game theory is presented.

摘要

•A dynamic model to solve equilibrium constrained optimization problem is proposed.•The limit stationary point of the model approximates the solutions of the MPECs.•Proposed model has asymptotic stability over its equilibrium point.•Numerical simulations and its application in game theory is presented.

论文关键词：Equilibrium constraints,Nonlinear dynamic scheme,Neural network,Asymptotically stability

论文评审过程：Received 17 July 2016, Revised 9 December 2016, Accepted 5 April 2017, Available online 11 April 2017, Version of Record 19 April 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.04.016