Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints |
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Authors: | Jong-Shi Pang Masao Fukushima |
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Institution: | (1) The Johns Hopkins University, Baltimore, Maryland 21218-2682, USA;(2) Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 606-8501, Japan |
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Abstract: | With the aid of some novel complementarity constraint qualifications, we derive some simplified primal-dual characterizations of a B-stationary point for a mathematical program with complementarity constraints (MPEC). The approach is based on a locally equivalent piecewise formulation of such a program near a feasible point. The simplified results, which rely heavily on a careful dissection and improved understanding of the tangent cone of the feasible region of the program, bypass the combinatorial characterization that is intrinsic to B-stationarity. |
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Keywords: | mathematical programs with equilibrium constraints stationarity conditions |
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