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arXiv · 1807.09340

A bicriteria perspective on L-Penalty Approaches - A corrigendum to Siddiqui and Gabriel's L-Penalty Approach for Solving MPECs

Kerstin Dächert·Sauleh Siddiqui·Javier Saez-Gallego·Steven A. Gabriel·Juan Miguel Morales
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Abstract

This paper presents a corrigendum to Theorems 2 and 3 in Siddiqui S, Gabriel S (2013), An SOS1-Based Approach for Solving MPECs with a Natural Gas Market Application, Networks and Spatial Economics 13(2):205--227. In brief, we revise the claim that their L-penalty approach yields a solution satisfying complementarity for any positive value of L, in general. This becomes evident when interpreting the L-penalty method as a weighted-sum scalarization of a bicriteria optimization problem. We also elaborate further assumptions under which the L-penalty approach yields a solution satisfying complementarity.

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Kerstin Dächert, Sauleh Siddiqui, Javier Saez-Gallego, Steven A. Gabriel, Juan Miguel Morales. 2018-07-24. A bicriteria perspective on L-Penalty Approaches - A corrigendum to Siddiqui and Gabriel's L-Penalty Approach for Solving MPECs. https://arxiv.org/abs/1807.09340

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