Title of article :
Necessary and sufficient optimality conditions
for mathematical programs with equilibrium
constraints ✩
Author/Authors :
Jane J. Ye، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2005
Abstract :
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
convexity assumptions. Moreover, we propose new constraint qualifications for M-stationary conditions
to hold. These new constraint qualifications include piecewise MFCQ, piecewise Slater condition,
MPEC weak reverse convex constraint qualification, MPEC Arrow–Hurwicz–Uzawa constraint
qualification, MPEC Zangwill constraint qualification, MPEC Kuhn–Tucker constraint qualification,
and MPEC Abadie constraint qualification.
2004 Elsevier Inc. All rights reserved.
Keywords :
Constraint qualifications , Mathematical program with equilibrium constraints , Sufficientoptimality conditions , Necessary optimality conditions
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications