Optimality conditions for optimization problems with complementarity constraints

被引：67

作者：

Ye, JJ ^{[1
]}

机构：

[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3P4, Canada

来源：

SIAM JOURNAL ON OPTIMIZATION | 1999年 / 9卷 / 02期

关键词：

optimization problems; complementarity constraints; optimality conditions; bilevel programming problems; proximal normal cones;

D O I：

10.1137/S1052623497321882

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Optimization problems with complementarity constraints are closely related to optimization problems with variational inequality constraints and bilevel programming problems. In this paper, under mild constraint qualifications, we derive some necessary and sufficient optimality conditions involving the proximal coderivatives. As an illustration of applications, the result is applied to the bilevel programming problems where the lower level is a parametric linear quadratic problem.

引用

页码：374 / 387

页数：14

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