A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints

Title:

A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints

Creator:

Henrion, René, Outrata, Jiří, and Surowiec, Thomas

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:8a6afe2f-8064-45f6-94db-4fc74eec9e0f
uuid:8a6afe2f-8064-45f6-94db-4fc74eec9e0f

Subject:

mathematical programs with equilibrium constraints, S-stationary points, M-stationary points, Fréchet normal cone, and limiting normal cone

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check strong stationarity via the weaker (but easier to calculate) concept of M-stationarity.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[423]-434

Source:

Kybernetika | 2010 Volume:46 | Number:3

Harvested from:

CDK

Metadata only:

false