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Mathematical programming with equilibrium constraints
Mathematical programming
with
equilibrium
constraints
is the study of
constrained optimization
problems
where the constraints include
variational inequalities
or
complementarities
.
MPEC
is related to the
Stackelberg game
.
MPEC is used in the study of
engineering design
,
economic equilibrium
, and
multilevel games
.
MPEC is
difficult
to
deal
with because its
feasible region
is not
necessarily
convex
or even
connected
.