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A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints

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    0343961 - ÚTIA 2011 RIV CZ eng J - Journal Article
    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
    R&D Projects: GA AV ČR IAA100750802
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : mathematical programs with equilibrium constraints * S-stationary points * M-stationary points * Frechet normal cone * limiting normal cone
    Subject RIV: BA - General Mathematics
    Impact factor: 0.461, year: 2010
    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.
    Permanent Link: http://hdl.handle.net/11104/0186313
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