On the implicit programming approach in a class of mathematical programs with equilibrium constraints

0340268 - ÚTIA 2010 RIV PL eng J - Článek v odborném periodiku
Outrata, Jiří - Červinka, Michal
On the implicit programming approach in a class of mathematical programs with equilibrium constraints.
Control and Cybernetics. Roč. 38, 4B (2009), s. 1557-1574. ISSN 0324-8569
Grant CEP: GA ČR GA201/09/1957
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: mathematical problem with equilibrium constraint * state constraints * implicit programming * calmness * exact penalization
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 0.378, rok: 2009
http://library.utia.cas.cz/separaty/2010/MTR/outrata-on the implicit programming approach in a class of mathematical programs with equilibrium constraints.pdf

In the paper we analyze the influence of implicit programming hypothesis and presence of state constraints on first order optimality conditions to mathematical programs with equilibrium constraints. In the absence of state constraints, we derive sharp stationarity conditions, provided the strong regularity condition holds. In the second part of the paper we suggest an exact penalization of state constraints and test the behavior of standard bundle trust region algorithm on academic examples
Trvalý link: http://hdl.handle.net/11104/0183548