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Bibliography

Journal Article

Optimality conditions for disjunctive programs with applications to mathematical programs with equilibrium constraints

Flegel M. L., Kanzow Ch., Outrata Jiří

: Set-Valued Analysis vol.15, 2 (2007), p. 139-162

: CEZ:AV0Z10750506

: IAA1075402, GA AV ČR

: disjunctive programs, mathematical programs with equilibrium, Guignard constraint qualification

: 10.1007/s11228-006-0033-5

: http://library.utia.cas.cz/separaty/2007/mtr/outrata-optimality conditions for disjunctive programs with applications to mathematical programs with equilibrium constraints.pdf

(eng): We consider optimization problems with a disjunctive structure of the feasible set. Using Guignard-type constraint qualifications for these optimization problems and exploiting some results for the limiting normal cone by Mordukhovich, we derive different optimality conditions. Furthermore, we specialize these results to mathematical programs with equilibrium constraints. In particular, we show that a new constraint qualification, weaker than any other constraint qualification used in the literature, is enough in order to show that a local minimum results in a so-called M-stationary point. Additional assumptions are also discussed which guarantee that such an M-stationary point is in fact a strongly stationary point.

: BA

2019-01-07 08:39