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arXiv · 1906.09558

New sharp necessary optimality conditions for mathematical programs with equilibrium constraints

Helmut Gfrerer·Jane J. Ye
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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. We derive a new necessary optimality condition which is sharper than the usual M-stationary condition and is applicable even when no constraint qualifications hold for the corresponding mathematical program with complementarity constraints (MPCC) reformulation.

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Helmut Gfrerer, Jane J. Ye. 2019-06-23. New sharp necessary optimality conditions for mathematical programs with equilibrium constraints. https://arxiv.org/abs/1906.09558

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