New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis
Optimization and Control
2016-11-24 v1
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. Compared with the usual way of formulating MPEC through a KKT condition, this formulation has the advantage that it does not involve extra multipliers as new variables, and it usually requires weaker assumptions on the problem data. Using the so-called first order sufficient condition for metric subregularity, we derive verifiable sufficient conditions for the metric subregularity of the involved set-valued mapping, or equivalently the calmness of the perturbed generalized equation mapping.
Cite
@article{arxiv.1611.07891,
title = {New constraint qualifications for mathematical programs with equilibrium constraints via variational analysis},
author = {Helmut Gfrerer and Jane J. Ye},
journal= {arXiv preprint arXiv:1611.07891},
year = {2016}
}