On Stability of M-stationary Points in MPCCs

0431296 - ÚTIA 2015 RIV NL eng J - Journal Article
Červinka, Michal - Outrata, Jiří - Pištěk, Miroslav
On Stability of M-stationary Points in MPCCs.
Set-Valued and Variational Analysis. Roč. 22, č. 3 (2014), s. 575-595. ISSN 1877-0533. E-ISSN 1877-0541
R&D Projects: GA ČR(CZ) GAP102/11/0437; GA ČR GAP402/12/1309
Grant - others:Australian Research Council(AU) DP110102011
Institutional support: RVO:67985556
Keywords : Parameterized mathematical programs with complementarity constraints * M-stationarity * Sensitivity analysis * Isolated calmness * Aubin property
Subject RIV: BA - General Mathematics
Impact factor: 1.379, year: 2014
http://library.utia.cas.cz/separaty/2014/MTR/cervinka-0431296.pdf

We consider parameterized Mathematical Programs with Complementarity Constraints arising, e.g., in modeling of deregulated electricity markets. Using the standard rules of the generalized differential calculus we analyze qualitative stability of solutions to the respective M-stationarity conditions. In particular, we provide characterizations and criteria for the isolated calmness and the Aubin properties of the stationarity map. To this end, we introduce the second-order limiting coderivative of mappings and provide formulas for this notion and for the graphical derivative of the limiting coderivative in the case of the normal cone mapping to Rn+.
Permanent Link: http://hdl.handle.net/11104/0236079