@phdthesis{Hoheisel2009, author = {Hoheisel, Tim}, title = {Mathematical Programs with Vanishing Constraints}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-40790}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2009}, abstract = {A new class of optimization problems name 'mathematical programs with vanishing constraints (MPVCs)' is considered. MPVCs are on the one hand very challenging from a theoretical viewpoint, since standard constraint qualifications such as LICQ, MFCQ, or ACQ are most often violated, and hence, the Karush-Kuhn-Tucker conditions do not provide necessary optimality conditions off-hand. Thus, new CQs and the corresponding optimality conditions are investigated. On the other hand, MPVCs have important applications, e.g., in the field of topology optimization. Therefore, numerical algorithms for the solution of MPVCs are designed, investigated and tested for certain problems from truss-topology-optimization.}, subject = {Nichtlineare Optimierung}, language = {en} } @phdthesis{vonHeusinger2009, author = {von Heusinger, Anna}, title = {Numerical Methods for the Solution of the Generalized Nash Equilibrium Problem}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-47662}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2009}, abstract = {In the generalized Nash equilibrium problem not only the cost function of a player depends on the rival players' decisions, but also his constraints. This thesis presents different iterative methods for the numerical computation of a generalized Nash equilibrium, some of them globally, others locally superlinearly convergent. These methods are based on either reformulations of the generalized Nash equilibrium problem as an optimization problem, or on a fixed point formulation. The key tool for these reformulations is the Nikaido-Isoda function. Numerical results for various problem from the literature are given.}, subject = {Spieltheorie}, language = {en} } @phdthesis{Teichert2009, author = {Teichert, Christian}, title = {Globale Minimierung von Linearen Programmen mit Gleichgewichtsrestriktionen und globale Konvergenz eines Filter-SQPEC-Verfahrens f{\"u}r Mathematische Programme mit Gleichgewichtsrestriktionen}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-38700}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2009}, abstract = {Mathematische Programme mit Gleichgewichtsrestriktionen (oder Komplementarit{\"a}tsbedingungen), kurz MPECs, sind als {\"a}ußerst schwere Optimierungsprobleme bekannt. Lokale Minima oder geeignete station{\"a}re Punkte zu finden, ist ein nichttriviales Problem. Diese Arbeit beschreibt, wie man dennoch die spezielle Struktur von MPECs ausnutzen kann und mittels eines Branch-and-Bound-Verfahrens ein globales Minimum von Linearen Programmen mit Gleichgewichtsrestriktionen, kurz LPECs, bekommt. Des Weiteren wird dieser Branch-and-Bound-Algorithmus innerhalb eines Filter-SQPEC-Verfahrens genutzt, um allgemeine MPECs zu l{\"o}sen. F{\"u}r das Filter-SQPEC Verfahren wird ein globaler Konvergenzsatz bewiesen. Außerdem werden f{\"u}r beide Verfahren numerische Resultate angegeben.}, subject = {Nichtlineare Optimierung}, language = {de} }