Notes on Some Constraint Qualifications for Mathematical Programs with Equilibrium Constraints

被引：48
作者：
Guo, Lei [1 ]
Lin, Gui-Hua [1 ]
机构：
[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2013年 / 156卷 / 03期
关键词：
Mathematical program with equilibrium constraints; Constraint qualification; Bouligand stationarity; Mordukhovich stationarity; VARIATIONAL INEQUALITY CONSTRAINTS; OPTIMALITY CONDITIONS; COMPLEMENTARITY CONSTRAINTS; OPTIMIZATION PROBLEMS; CONVERGENCE; STATIONARITY;
D O I：
10.1007/s10957-012-0084-8
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：
We study the constraint qualifications for mathematical programs with equilibrium constraints (MPEC). Firstly, we investigate the weakest constraint qualifications for the Bouligand and Mordukhovich stationarities for MPEC. Then, we show that the MPEC relaxed constant positive linear dependence condition can ensure any locally optimal solution to be Mordukhovich stationary. Finally, we give the relations among the existing MPEC constraint qualifications.
引用
收藏
页码：600 / 616
页数：17
相关论文
共 26 条
  • [1] A relaxed constant positive linear dependence constraint qualification and applications
    Andreani, Roberto
    Haeser, Gabriel
    Laura Schuverdt, Maria
    Silva, Paulo J. S.
    [J]. MATHEMATICAL PROGRAMMING, 2012, 135 (1-2) : 255 - 273
  • [2] [Anonymous], 2006, GRUNDLEHREN MATH WIS
  • [3] [Anonymous], 1996, MATH PROGRAMS EQUILI, DOI DOI 10.1017/CBO9780511983658
  • [4] [Anonymous], 1998, Variational Analysis
  • [5] Flegel ML, 2006, SPRINGER SER OPTIM A, V2, P111
  • [6] On the Guignard constraint qualification for mathematical programs with equilibrium constraints
    Flegel, ML
    Kanzow, C
    [J]. OPTIMIZATION, 2005, 54 (06) : 517 - 534
  • [7] On M-stationary points for mathematical programs with equilibrium constraints
    Flegel, ML
    Kanzow, C
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2005, 310 (01) : 286 - 302
  • [8] Local convergence of SQP methods for mathematical programs with equilibrium constraints
    Fletcher, R
    Leyffer, S
    Ralph, D
    Scholtes, S
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2006, 17 (01) : 259 - 286
  • [9] Smoothing methods for mathematical programs with equilibrium constraints
    Fukushima, M
    Lin, GH
    [J]. INTERNATIONAL CONFERENCE ON INFORMATICS RESEARCH FOR DEVELOPMENT OF KNOWLEDGE SOCIETY INFRASTRUCTURE, PROCEEDINGS, 2004, : 206 - 213
  • [10] Guo L., 2 ORDER OPTIMA UNPUB
123