Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity

Authors
Scheel, H Scholtes, S
Citation
H. Scheel et S. Scholtes, Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity, MATH OPER R, 25(1), 2000, pp. 1-22
Citations number
31
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
25
Issue
1
Year of publication
2000
Pages
1 - 22
Database
ISI
SICI code
0364-765X(200002)25:1<1:MPWCCS>2.0.ZU;2-E
Abstract
We study mathematical programs with complementarity constraints. Several st ationarity concepts, based on a piecewise smooth formulation, are presented and compared. The concepts are related to stationarity conditions for cert ain smooth programs as well as to stationarity concepts for a nonsmooth exa ct penalty function. Further, we present Fiacco-McCormick type second order optimality conditions and an extension of the stability results of Robinso n and Kojima to mathematical programs with complementarity constraints.