New sharp necessary optimality conditions for mathematical programs with equilibrium constraints
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Publication:2190754
DOI10.1007/S11228-019-00519-YzbMATH Open1491.90161arXiv1906.09558OpenAlexW2971242861WikidataQ127314115 ScholiaQ127314115MaRDI QIDQ2190754FDOQ2190754
Publication date: 22 June 2020
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Abstract: 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. We derive a new necessary optimality condition which is sharper than the usual M-stationary condition and is applicable even when no constraint qualifications hold for the corresponding mathematical program with complementarity constraints (MPCC) reformulation.
Full work available at URL: https://arxiv.org/abs/1906.09558
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Cited In (12)
- A note on the paper “Necessary and sufficient optimality conditions using convexifactors for mathematical programs with equilibrium constraints”
- Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
- Generic Property of the Partial Calmness Condition for Bilevel Programming Problems
- Calmness and calculus: two basic patterns
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- Constraint Qualifications and Optimality Conditions in Bilevel Optimization
- Directional Necessary Optimality Conditions for Bilevel Programs
- Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems
- Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints
- Nonconvex quasi-variational inequalities: stability analysis and application to numerical optimization
- A Generalized Mathematical Program with Equilibrium Constraints
- A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints
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