Complementarity Constraint Qualification via the Theory of 2-Regularity

نویسندگان

  • Alexey F. Izmailov
  • Mikhail V. Solodov
چکیده

We exhibit certain second-order regularity properties of parametric complementarity constraints, which are notorious for being irregular in the classical sense. Our approach leads to a constraint qualification in terms of 2-regularity of the mapping corresponding to the subset of constraints which must be satisfied as equalities around the given feasible point, while no qualification is required for the rest of the constraints. Under this 2-regularity assumption, we derive constructive sufficient conditions for tangent directions to feasible sets defined by complementarity constraints. A special form of primal-dual optimality conditions is also obtained. We further show that our 2-regularity condition always holds under the piecewise Mangasarian–Fromovitz constraint qualification, but not vice versa. Relations with other constraint qualifications and optimality conditions are also discussed. It is shown that our approach can be useful when alternative ones are not applicable.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Multiobjective optimization problem with variational inequality constraints

We study a general multiobjective optimization problem with variational inequality, equality, inequality and abstract constraints. Fritz John type necessary optimality conditions involving Mordukhovich coderivatives are derived. They lead to Kuhn-Tucker type necessary optimality conditions under additional constraint qualifications including the calmness condition, the error bound constraint qu...

متن کامل

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...

متن کامل

Combining the regularization strategy and the SQP to solve MPCC - A MATLAB implementation

Mathematical Program with Complementarity Constraints (MPCC) plays a very important role in many fields such as engineering design, economic equilibrium, multilevel game, and mathematical programming theory itself. In theory its constraints fail to satisfy a standard constraint qualification such as the linear independence constraint qualification (LICQ) or the Mangasarian-Fromovitz constraint ...

متن کامل

Mathematical Programs with Complementarity Constraints in Banach Spaces

We consider optimization problems in Banach spaces involving a complementarity constraint defined by a convex cone K. By transferring the local decomposition approach, we define strong stationarity conditions and provide a constraint qualification under which these conditions are necessary for optimality. To apply this technique, we provide a new uniqueness result for Lagrange multipliers in Ba...

متن کامل

First-order Optimality Conditions for Mathematical Programs with Second-order Cone Complementarity

In this paper we consider a mathematical program with second-order cone complementarity constraints (SOCMPCC). The SOCMPCC generalizes the mathematical program with complementarity constraints (MPCC) in replacing the set of nonnegative reals by second-order cones. There are difficulties in applying the classical Karush–Kuhn–Tucker (KKT) condition to the SOCMPCC directly since the usual constrai...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 13  شماره 

صفحات  -

تاریخ انتشار 2002