On Stability of M-stationary Points in MPCCs

被引：8

作者：

Cervinka, Michal ^{[1
,2
]}

Outrata, Jiri V. ^{[1
,3
]}

Pistek, Miroslav ^{[1
]}

机构：

[1] Inst Informat Theory & Automat, CZ-18208 Prague 8, Czech Republic

[2] Charles Univ Prague, Fac Social Sci, CZ-11001 Prague 1, Czech Republic

[3] Federat Univ, Ctr Informat & Appl Optimizat, Ballarat, Vic 3353, Australia

来源：

SET-VALUED AND VARIATIONAL ANALYSIS | 2014年 / 22卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

Parameterized mathematical programs with complementarity constraints; M-stationarity; Sensitivity analysis; Isolated calmness; Aubin property; MATHEMATICAL PROGRAMS; OPTIMALITY CONDITIONS; OPTIMIZATION PROBLEMS; SENSITIVITY-ANALYSIS; CALMNESS;

D O I：

10.1007/s11228-014-0278-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider parameterized Mathematical Programs with Complementarity Constraints arising, e.g., in modeling of deregulated electricity markets. Using the standard rules of the generalized differential calculus we analyze qualitative stability of solutions to the respective M-stationarity conditions. In particular, we provide characterizations and criteria for the isolated calmness and the Aubin properties of the stationarity map. To this end, we introduce the second-order limiting coderivative of mappings and provide formulas for this notion and for the graphical derivative of the limiting coderivative in the case of the normal cone mapping to R-+(n).

引用

页码：575 / 595

页数：21

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