A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints

نویسندگان

  • René Henrion
  • Jirí V. Outrata
  • Thomas M. Surowiec
چکیده

In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check strong stationarity via the weaker (but easier to calculate) concept of M-stationarity.

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عنوان ژورنال:
  • Kybernetika

دوره 46  شماره 

صفحات  -

تاریخ انتشار 2010