Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
نویسندگان
چکیده
منابع مشابه
Necessary 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...
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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...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2005
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2004.10.032