M. Fukushima et Js. Pang, SOME FEASIBILITY ISSUES IN MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS, SIAM journal on optimization, 8(3), 1998, pp. 673-681
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.