Some Remarks on Stability of Generalized Equations

被引:0
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作者
René Henrion
Alexander Y. Kruger
Jiří V. Outrata
机构
[1] Weierstrass Institute for Applied Analysis and Stochastics,Centre for Informatics and Applied Optimization, School of Science, Information Technology and Engineering
[2] University of Ballarat,Institute of Information Theory and Automation
[3] Academy of Sciences of the Czech Republic,undefined
关键词
Parameterized generalized equation; Regular and limiting coderivative; Constant rank CQ; Mathematical program with equilibrium constraints;
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摘要
The paper concerns the computation of the graphical derivative and the regular (Fréchet) 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 C2 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.
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页码:681 / 697
页数:16
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