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New constraint qualifications for mathematical programs with equilibrium\n constraints via variational analysis

2016/11/23 by Helmut Gfrerer, Gfrerer, Helmut, Jane J. Ye +1
Computer Science · Engineering · Mathematics · #49J53 #90C30 #90C33 #90C46 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Optimization and Variational Analysis #Water resources management and optimization

paper · pdf · doi:10.48550/arxiv.1611.07891

openalex publication_date 2016/11/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we study the mathematical program with equilibrium constraints\n(MPEC) formulated as a mathematical program with a parametric generalized\nequation involving the regular normal cone. Compared with the usual way of\nformulating MPEC through a KKT condition, this formulation has the advantage\nthat it does not involve extra multipliers as new variables, and it usually\nrequires weaker assumptions on the problem data. Using the so-called first\norder sufficient condition for metric subregularity, we derive verifiable\nsufficient conditions for the metric subregularity of the involved set-valued\nmapping, or equivalently the calmness of the perturbed generalized equation\nmapping.\n

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