NEW CONSTRAINT QUALIFICATIONS FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS VIA VARIATIONAL ANALYSIS

被引:37
|
作者
Gfrerer, Helmut [1 ]
Ye, Jane J. [2 ]
机构
[1] Johannes Kepler Univ Linz, Inst Computat Math, A-4040 Linz, Austria
[2] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada
基金
奥地利科学基金会; 加拿大自然科学与工程研究理事会;
关键词
mathematical programs with equilibrium constraints; constraint qualification; metric subregularity; calmness; OPTIMALITY CONDITIONS; INEQUALITY CONSTRAINTS; OPTIMIZATION PROBLEMS; DISJUNCTIVE PROGRAMS; SYSTEMS; MULTIFUNCTIONS; COMPUTATION; STABILITY; MAPPINGS; CALMNESS;
D O I
10.1137/16M1088752
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. Compared with the usual way of formulating MPEC through a KKT condition, this formulation has the advantage that it does not involve extra multipliers as new variables, and it usually requires weaker assumptions on the problem data. Using the so-called first-order sufficient condition for metric subregularity, we derive verifiable sufficient conditions for the metric subregularity of the involved set-valued mapping, or equivalently the calmness of the perturbed generalized equation mapping.
引用
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页码:842 / 865
页数:24
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