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On the implicit programming approach in a class of mathematical programs with equilibrium constraints

Journal Article

Outrata Jiří, Červinka Michal

serial: Control and Cybernetics vol.38, p. 1557-1574

research: CEZ:AV0Z10750506

project(s): GA201/09/1957, GA ČR

keywords: mathematical problem with equilibrium constraint, state constraints, implicit programming, calmness, exact penalization

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abstract (eng):

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


bocek: 2012-12-21 16:10