Some results on mathematical programs with equilibrium constraints (Q2068831)
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English | Some results on mathematical programs with equilibrium constraints |
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Some results on mathematical programs with equilibrium constraints (English)
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20 January 2022
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A mathematical program with equilibrium constraints (MPEC) is a constraint optimization problem in which the constraints are defined by parametric variational inequalities or complementarity systems. In general, the MPEC is a highly nonconvex optimization problem and computationally very difficult to solve for a global optimal solution. The MPECs are a special class of constrained optimization problems. In this paper, the M-stationary condition is sufficient for global or local optimality under some mathematical programming problem with equilibrium constraints and generalized invexity assumptions. Further, Wolfe-type and Mond-Weir-type dual models are studied for the MPEC and the weak and strong duality theorems relating to the MPEC and the two dual models under invexity and generalized invexity assumptions. The main purpose of this manuscript is to study mathematical programs with equilibrium constraints under the framework of differentiable generalized invex functions and to obtain optimality conditions and duality results.
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generalized invexity
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Wolfe-type dual
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Mond-Weir-type dual
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mathematical program with equilibrium constraints
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