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Kybernetika 35(2):177-193, 1999.

Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints: Strongly Regular Case.

Jiří V. Outrata


Abstract:

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.~\M, 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 problem is strongly regular at the solution.


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BIB TeX

@article{kyb:1999:2:177-193,

author = {Outrata, Ji\v{r}\'{\i} V.},

title = {Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints: Strongly Regular Case.},

journal = {Kybernetika},

volume = {35},

year = {1999},

number = {2},

pages = {177-193}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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