SOME FEASIBILITY ISSUES IN MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS

Citation
M. Fukushima et Js. Pang, SOME FEASIBILITY ISSUES IN MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS, SIAM journal on optimization, 8(3), 1998, pp. 673-681
Citations number
6
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10526234
Volume
8
Issue
3
Year of publication
1998
Pages
673 - 681
Database
ISI
SICI code
1052-6234(1998)8:3<673:SFIIMP>2.0.ZU;2-N
Abstract
This paper is concerned with some feasibility issues in mathematical p rograms with equilibrium constraints (MPECs) where additional joint co nstraints are present that must be satisfied by the state and design v ariables of the problems. We introduce sufficient conditions that guar antee the feasibility of these MPECs. It turns out that these conditio ns also guarantee the feasibility of the quadratic programming (QP) su bproblems arising from the penalty interior point algorithm (PIPA) and the sequential quadratic programming (SQP) algorithm for solving MPEC s; thus the same conditions ensure that these algorithms are applicabl e for solving this class of jointly constrained MPECs.