Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints
نویسندگان
چکیده
منابع مشابه
Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints
In this paper, we perform sensitivity analysis of the value function for parametric mathematical programs with equilibrium constraints (MPEC). We show that the value function is directionally differentiable in every direction under the MPEC relaxed constant rank regularity condition, the MPEC no nonzero abnormal multiplier constraint qualification, and the restricted inf-compactness condition. ...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2014
ISSN: 1052-6234,1095-7189
DOI: 10.1137/130929783