Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints

被引：7

作者：

Kohli, Bhawna ^{[1
]}

机构：

[1] Univ Delhi, PGDAV Coll, Dept Math, Delhi 110065, India

来源：

RAIRO-OPERATIONS RESEARCH | 2019年 / 53卷 / 05期

关键词：

Mathematical programs with equilibrium constraints; Convexifactors; Guignard constraint qualification; Strong stationarity; Optimality conditions; OPTIMIZATION PROBLEMS; GENERALIZED CONVEXITY; DUALITY; QUALIFICATIONS; STATIONARITY; TERMS;

D O I：

10.1051/ro/2018084

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 main aim of this paper is to develop necessary Optimality conditions using Convexifactors for mathematical programs with equilibrium constraints (MPEC). For this purpose a nonsmooth version of the standard Guignard constraint qualification (GCQ) and strong stationarity are introduced in terms of convexifactors for MPEC. It is shown that Strong stationarity is the first order necessary optimality condition under nonsmooth version of the standard GCQ. Finally, notions of asymptotic pseudoconvexity and asymptotic quasiconvexity are used to establish the sufficient optimality conditions for MPEC.

引用

页码：1617 / 1632

页数：16

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