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On regular coderivatives in parametric equilibria with non-unique multipliers
- 1.0384691 - ÚTIA 2013 RIV NL eng J - Journal Article
Henrion, R. - Outrata, Jiří - Surowiec, T.
On regular coderivatives in parametric equilibria with non-unique multipliers.
Mathematical Programming. Roč. 136, č. 1 (2012), s. 111-131. ISSN 0025-5610. E-ISSN 1436-4646
R&D Projects: GA AV ČR IAA100750802
Institutional research plan: CEZ:AV0Z10750506
Keywords : Parameterized generalized equation * Regular and limiting coderivative * Constant rank CQ * Mathematical program with equilibrium constraint
Subject RIV: BA - General Mathematics
Impact factor: 2.090, year: 2012
http://library.utia.cas.cz/separaty/2012/MTR/outrata-0384691.pdf
This paper deals with the computation of regular coderivatives of solution maps associated with a frequently arising class of generalized equations (GEs). The constraint sets are given by (not necessarily convex) inequalities, and we do not assume linear independence of gradients to active constraints. The achieved results enable us to state several versions of sharp necessary optimality conditions in optimization problems with equilibria governed by such GEs. The advantages are illustrated by means of examples.
Permanent Link: http://hdl.handle.net/11104/0214254
Number of the records: 1