Some Remarks on Stability of Generalized Equations

被引:21
|
作者
Henrion, Rene [1 ]
Kruger, Alexander Y. [2 ]
Outrata, Jiri V. [3 ]
机构
[1] Weierstrass Inst Appl Anal & Stochast, D-10117 Berlin, Germany
[2] Univ Ballarat, Sch Sci Informat Technol & Engn, Ctr Informat & Appl Optimizat, Ballarat, Vic 3350, Australia
[3] Acad Sci Czech Republic, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic
基金
澳大利亚研究理事会;
关键词
Parameterized generalized equation; Regular and limiting coderivative; Constant rank CQ; Mathematical program with equilibrium constraints;
D O I
10.1007/s10957-012-0147-x
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The paper concerns the computation of the graphical derivative and the regular (Fr,chet) coderivative of the solution map to a class of generalized equations, where the multivalued term amounts to the regular normal cone to a (possibly nonconvex) set given by C (2) inequalities. Instead of the linear independence qualification condition, standardly used in this context, one assumes a combination of the Mangasarian-Fromovitz and the constant rank qualification conditions. Based on the obtained generalized derivatives, new optimality conditions for a class of mathematical programs with equilibrium constraints are derived, and a workable characterization of the isolated calmness of the considered solution map is provided.
引用
收藏
页码:681 / 697
页数:17
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