New Sharp Necessary Optimality Conditions for Mathematical Programs with Equilibrium Constraints
نویسندگان
چکیده
منابع مشابه
Second-Order Optimality Conditions for Mathematical Programs with Equilibrium Constraints
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...
متن کاملNecessary 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...
متن کاملNecessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints
This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and it can be seen as a dynamic mathematical program with equilibrium constraints. It provides a powerful modeling paradigm for many practical problems such as ...
متن کاملNecessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
Developing first order optimality conditions for two-stage stochastic mathematical programs with equilibrium constraints (SMPECs) whose second stage problem has multiple equilibria/solutions is a challenging undone work. In this paper we take this challenge by considering a general class of two-stage SMPECs whose equilibrium constraints are represented by a parametric variational inequality (wh...
متن کاملFirst-Order Optimality Conditions for Elliptic Mathematical Programs with Equilibrium Constraints via Variational Analysis
Mathematical programs in which the constraint set is partially defined by the solutions of an elliptic variational inequality, so-called “elliptic MPECs”, are formulated in reflexive Banach spaces. With the goal of deriving explicit first order optimality conditions amenable to the development of numerical procedures, variational analytic concepts are both applied and further developed. The pap...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Set-Valued and Variational Analysis
سال: 2019
ISSN: 1877-0533,1877-0541
DOI: 10.1007/s11228-019-00519-y