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On the implicit programming approach in a class of mathematical programs with equilibrium constraints
- 1.0340268 - ÚTIA 2010 RIV PL eng J - Journal Article
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
R&D Projects: GA ČR GA201/09/1957
Institutional research plan: CEZ:AV0Z10750506
Keywords : mathematical problem with equilibrium constraint * state constraints * implicit programming * calmness * exact penalization
Subject RIV: BA - General Mathematics
Impact factor: 0.378, year: 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
Permanent Link: http://hdl.handle.net/11104/0183548
Number of the records: 1