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NEW CONSTRAINT QUALIFICATIONS FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS VIA VARIATIONAL ANALYSIS.

Authors :
GFRERER, HELMUT
YE, JANE J.
Source :
SIAM Journal on Optimization. 2017, Vol. 27 Issue 2, p842-865. 24p.
Publication Year :
2017

Abstract

In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. Compared with the usual way of formulating MPEC through a KKT condition, this formulation has the advantage that it does not involve extra multipliers as new variables, and it usually requires weaker assumptions on the problem data. Using the so-called first-order sufficient condition for metric subregularity, we derive verifiable sufficient conditions for the metric subregularity of the involved set-valued mapping, or equivalently the calmness of the perturbed generalized equation mapping. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
27
Issue :
2
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
123857605
Full Text :
https://doi.org/10.1137/16M1088752