Abadie-type constraint qualification for mathematical programs with equilibrium constraints

被引：75

作者：

Flegel, ML ^{[1
]}

Kanzow, C ^{[1
]}

机构：

[1] Univ Wurzburg, Inst Appl Math & Stat, Wurzburg, Germany

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2005年 / 124卷 / 03期

关键词：

mathematical programs with equilibrium constraints; Abadie constraint qualification; Slater constraint qualification; optimality conditions;

D O I：

10.1007/s10957-004-1176-x

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：

Mathematical programs with equilibrium constraints (MPEC) are nonlinear programs which do not satisfy any of the common constraint qualifications (CQ). In order to obtain first-order optimality conditions, constraint qualifications tailored to the MPECs have been developed and researched in the past. In this paper, we introduce a new Abadie-type constraint qualification for MPECs. We investigate sufficient conditions for this new CQ, discuss its relationship to several existing MPEC constraint qualifications, and introduce a new Slater-type constraint qualifications. Finally, we prove a new stationarity concept to be a necessary optimality condition under our new Abadie-type CQ.

引用

页码：595 / 614

页数：20

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