New sharp necessary optimality conditions for mathematical programs with equilibrium constraints
Optimization and Control
2019-06-25 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. 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.
Cite
@article{arxiv.1906.09558,
title = {New sharp necessary optimality conditions for mathematical programs with equilibrium constraints},
author = {Helmut Gfrerer and Jane J. Ye},
journal= {arXiv preprint arXiv:1906.09558},
year = {2019}
}