New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis

نویسندگان

  • Helmut Gfrerer
  • Jane J. Ye
چکیده

In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. Compared with the usual way of formulating MPEC through a KKT condition, this formulation has the advantage that it does not involve extra multipliers as new variables, and it usually requires weaker assumptions on the problem data. Using the so-called first order sufficient condition for metric subregularity, we derive verifiable sufficient conditions for the metric subregularity of the involved set-valued mapping, or equivalently the calmness of the perturbed generalized equation mapping.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 27  شماره 

صفحات  -

تاریخ انتشار 2017