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A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints
- 1.0343961 - ÚTIA 2011 RIV CZ eng J - Článek v odborném periodiku
Outrata, Jiří - Henrion, R. - Surowiec, T.
A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints.
Kybernetika. Roč. 46, č. 3 (2010), s. 423-434. ISSN 0023-5954
Grant CEP: GA AV ČR IAA100750802
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: mathematical programs with equilibrium constraints * S-stationary points * M-stationary points * Frechet normal cone * limiting normal cone
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 0.461, rok: 2010
Web výsledku:
http://library.utia.cas.cz/separaty/2010/MTR/outrata-a note on the relation between strong and m-stationarity for a class of mathematical programs with equilibrium constraints.pdf
In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fr´echet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check strong stationarity via the weaker (but easier to calculate) concept of M-stationarity.
Trvalý link: http://hdl.handle.net/11104/0186313
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