Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints

被引：86

作者：

Luo, ZQ

Pang, JS

Ralph, D

Wu, SQ

机构：

[1] JOHNS HOPKINS UNIV, DEPT MATH SCI, BALTIMORE, MD 21218 USA

[2] UNIV MELBOURNE, DEPT MATH, PARKVILLE, VIC 3052, AUSTRALIA

[3] ACAD SINICA, INST APPL MATH, BEIJING, PEOPLES R CHINA

来源：

MATHEMATICAL PROGRAMMING | 1996年 / 75卷 / 01期

基金：

美国国家科学基金会; 澳大利亚研究理事会;

关键词：

hierarchical programs; equilibrium programs; exact penalty functions; error bounds; analytic functions; optimality conditions; normal equations;

D O I：

10.1007/BF02592205

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Using the theory of exact penalization for mathematical programs with subanalytic constraints, the theory of error bounds for quadratic inequality systems, and the theory of parametric normal equations, we derive various exact penalty functions for mathematical programs subject to equilibrium constraints, and we also characterize stationary points of these programs.

引用

页码：19 / 76

页数：58

共 56 条

[1] A SOLUTION METHOD FOR THE STATIC CONSTRAINED STACKELBERG PROBLEM VIA PENALTY METHOD [J].