Optimality conditions for a class of mathematical programs with equilibrium constraints: strongly regular case

Jiří V. Outrata

Kybernetika (1999)

  • Volume: 35, Issue: 2, page [177]-193
  • ISSN: 0023-5954

Abstract

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The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we compute the so-called coderivative of the map assigning the parameter the (set of) solutions to the respective complementarity problem. This enables, in particular, to derive useful 1st-order necessary optimality conditions, provided the complementarity problem is strongly regular at the solution.

How to cite

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Outrata, Jiří V.. "Optimality conditions for a class of mathematical programs with equilibrium constraints: strongly regular case." Kybernetika 35.2 (1999): [177]-193. <http://eudml.org/doc/33420>.

@article{Outrata1999,
abstract = {The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we compute the so-called coderivative of the map assigning the parameter the (set of) solutions to the respective complementarity problem. This enables, in particular, to derive useful 1st-order necessary optimality conditions, provided the complementarity problem is strongly regular at the solution.},
author = {Outrata, Jiří V.},
journal = {Kybernetika},
keywords = {mathematical programs; optimality condition; equilibrium constraints; mathematical programs; optimality condition; equilibrium constraints},
language = {eng},
number = {2},
pages = {[177]-193},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Optimality conditions for a class of mathematical programs with equilibrium constraints: strongly regular case},
url = {http://eudml.org/doc/33420},
volume = {35},
year = {1999},
}

TY - JOUR
AU - Outrata, Jiří V.
TI - Optimality conditions for a class of mathematical programs with equilibrium constraints: strongly regular case
JO - Kybernetika
PY - 1999
PB - Institute of Information Theory and Automation AS CR
VL - 35
IS - 2
SP - [177]
EP - 193
AB - The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we compute the so-called coderivative of the map assigning the parameter the (set of) solutions to the respective complementarity problem. This enables, in particular, to derive useful 1st-order necessary optimality conditions, provided the complementarity problem is strongly regular at the solution.
LA - eng
KW - mathematical programs; optimality condition; equilibrium constraints; mathematical programs; optimality condition; equilibrium constraints
UR - http://eudml.org/doc/33420
ER -

References

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