Two New Weak Constraint Qualifications for Mathematical Programs with Equilibrium Constraints and Applications
نویسنده
چکیده
We introduce two new weaker Constraint Qualifications (CQs) for mathematical programs with equilibrium (or complementarity) constraints, MPEC for short. One of them is a tailored version of the constant rank of subspace component (CRSC) and the other is a relaxed version of the MPECNo Nonzero Abnormal Multiplier Constraint Qualification (MPEC-NNAMCQ). Both incorporate the exact set of gradients of inequality constraints whose properties has to be preserved locally. MPECRNNAMCQ and MPEC-CRSC have nice properties: they have the local preservation property and imply the error bound property under mild assumption. Thus, they can be used to extend some results on perturbation analysis and sensitivity existing in the literature. Furthermore, both conditions can be also used in the global convergence analysis of several methods for solving MPECs. We discusse the relation between MPEC-RCPLD and MPEC-Abadie CQ.
منابع مشابه
Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
We study second-order optimality conditions for mathematical programs with equilibrium constraints (MPEC). Firstly, we improve some second-order optimality conditions for standard nonlinear programming problems using some newly discovered constraint qualifications in the literature, and apply them to MPEC. Then, we introduce some MPEC variants of these new constraint qualifications, which are a...
متن کاملNecessary and Sufficient Optimality Conditions for Mathematical Programs with Equilibrium Constraints∗
In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized conve...
متن کاملEnhanced Karush-Kuhn-Tucker Condition for Mathematical Programs with Equilibrium Constraints
In this paper, we study necessary optimality conditions for nonsmooth mathematical programs with equilibrium constraints. We first show that, unlike the smooth case, the Mathematical Program with Equilibrium Constraints Linear Independent Constraint Qualification is not a constraint qualification for the strong stationary condition when the objective function is nonsmooth. We argue that the str...
متن کاملSolving Mathematical Programs with Equilibrium Constraints
This paper aims at developing effective numerical methods for solving mathematical programs with equilibrium constraints. Due to the existence of complementarity constraints, the usual constraint qualifications do not hold at any feasible point, and there are various stationarity concepts such as Clarke, Mordukhovich, and strong stationarities that are specially defined for mathematical program...
متن کاملEnhanced Karush-Kuhn-Tucker Conditions for Mathematical Programs with Equilibrium Constraints
In this paper we study necessary optimality conditions for nonsmooth mathematical programs with equilibrium constraints (MPECs). We first show that MPEC-LICQ is not a constraint qualification for the strong (S-) stationary condition when the objective function is nonsmooth. Enhanced Fritz John conditions provide stronger necessary optimality conditions under weaker constraint qualifications. In...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2017