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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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BACK to VOLUME 35 NO.2