A Note on Embeddings for the Augmented Lagrange Method
Gemayqzel Bouza-Allende, Jurgen Guddat (2010)
The Yugoslav Journal of Operations Research
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Gemayqzel Bouza-Allende, Jurgen Guddat (2010)
The Yugoslav Journal of Operations Research
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Miroslav Tůma (1991)
Kybernetika
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Ladislav Lukšan (1984)
Kybernetika
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Jürgen Guddat, Francisco Guerra, Dieter Nowack (1998)
The Yugoslav Journal of Operations Research
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Jiří V. Outrata (1999)
Kybernetika
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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...