基于变分分析的均衡约束数学规划新约束规范

New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis

SIAM Journal on Optimization · 2017
被引 45
ABS 3

中文导读

研究了以正则法锥参数化广义方程表述的均衡约束数学规划,利用一阶充分条件推导了集值映射度量次正则性的可验证充分条件,从而得到扰动广义方程映射的平静性。

Abstract

In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. Compared with the usual way of formulating MPEC through a KKT condition, this formulation has the advantage that it does not involve extra multipliers as new variables, and it usually requires weaker assumptions on the problem data. Using the so-called first-order sufficient condition for metric subregularity, we derive verifiable sufficient conditions for the metric subregularity of the involved set-valued mapping, or equivalently the calmness of the perturbed generalized equation mapping.

变分分析数学规划均衡约束约束规范度量次正则性