Optimality conditions for optimization problems with complementarity constraints

Authors
Ye, JJ
Citation
Jj. Ye, Optimality conditions for optimization problems with complementarity constraints, SIAM J OPTI, 9(2), 1999, pp. 374-387
Citations number
9
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
9
Issue
2
Year of publication
1999
Pages
374 - 387
Database
ISI
SICI code
1052-6234(19990420)9:2<374:OCFOPW>2.0.ZU;2-P
Abstract
Optimization problems with complementarity constraints are closely related to optimization problems with variational inequality constraints and bileve l programming problems. In this paper, under mild constraint qualifications , we derive some necessary and sufficient optimality conditions involving t he proximal coderivatives. As an illustration of applications, the result i s applied to the bilevel programming problems where the lower level is a pa rametric linear quadratic problem.