MPCC: strong stability of weakly nondegenerate S-stationary points

被引:0
作者
Guenzel, Harald [1 ]
Escobar, Daniel Hernandez [2 ,3 ]
Rueckmann, Jan-J. [2 ]
机构
[1] Rhein Westfal TH Aachen, Dept Math, Aachen, Germany
[2] Univ Bergen, Dept Informat, Bergen, Norway
[3] Uppsala Univ, Dept Informat Technol, Uppsala, Sweden
关键词
Mathematical programmes with complementarity constraints; m-stationarity; s-stationarity; strong stability; generalized Mangasarian-Fromovitz constraint qualification; MATHEMATICAL PROGRAMS; COMPLEMENTARITY CONSTRAINTS; OPTIMALITY CONDITIONS;
D O I
10.1080/02331934.2024.2385648
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
In this paper, we consider the class of mathematical programmes with complementarity constraints (MPCC). Specifically, we focus on strong stability of M- and S-stationary points for MPCC. Kojima introduced this concept for standard nonlinear optimization problems. It refers to several well-posedness properties of the underlying problem. Besides its topological definition, the challenge is to state an algebraic characterization of strong stability. We obtain such a description for S-stationary points whose components of Lagrange vectors corresponding to bi-active constraints do not mutually vanish. We call these points weakly nondegenerate. Moreover, we show that a particular constraint qualification is necessary for strong stability.
引用
收藏
页码:3121 / 3145
页数:25
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