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