Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC

被引:24
作者
Aussel, D.
Ye, J. J.
机构
[1] Univ Perpignan, Dept Math, F-66860 Perpignan, France
[2] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 3P4, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
quasiconvex programming; normal operator; equilibrium constraints; optimality conditions; limiting subdifferential;
D O I
10.1080/02331930600808830
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
In this article we prove an existence result, necessary and sufficient conditions for quasiconvex programming problem with a locally starshaped constraint region. Our optimality conditions are different from the usual optimality conditions, in that the subdifferential of the objective function is replaced by a normal cone operator. Such an optimality condition has advantage over the usual one, i.e. it becomes sufficient even when the objective function is only quasiconvex. As a special case we derive the corresponding results for the class of 'Quasiconvex-quasiaffine' MPEC which is a class of mathematical programs with complementarity constraints where the objective function is quasiconvex, the inequality constraint is quasiconvex and the rest of constraints are quasiaffine.
引用
收藏
页码:433 / 457
页数:25
相关论文
共 24 条