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Abadie-Type Constraint Qualification for Mathematical Programs with Equilibrium Constraints.

Authors :
Flegel, M. L.
Kanzow, C.
Source :
Journal of Optimization Theory & Applications. Mar2005, Vol. 124 Issue 3, p595-614. 20p.
Publication Year :
2005

Abstract

Mathematical programs with equilibrium constraints (MPEC) are nonlinear programs which do not satisfy any of the common constraint qualifications (CQ). In order to obtain first-order optimality conditions, constraint qualifications tailored to the MPECs have been developed and researched in the past. In this paper. we introduce a new Abadie-type constraint qualification for MPECs. We investigate sufficient conditions for this new CQ. discuss its relationship to several existing MPEC constraint qualifications, and introduce a new Slater-type constraint qualifications. Finally, we prove a new stationarity concept to be a necessary optimality condition under our new Abadie-type CQ. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00223239
Volume :
124
Issue :
3
Database :
Academic Search Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
16786198
Full Text :
https://doi.org/10.1007/s10957-004-1176-x