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Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints
Authors:Jane J Ye
Institution:Department of Mathematics and Statistics, University of Victoria, PO Box 3045 STN CSC, Victoria, BC, V8W 3P4 Canada
Abstract:In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized convexity assumptions. Moreover, we propose new constraint qualifications for M-stationary conditions to hold. These new constraint qualifications include piecewise MFCQ, piecewise Slater condition, MPEC weak reverse convex constraint qualification, MPEC Arrow-Hurwicz-Uzawa constraint qualification, MPEC Zangwill constraint qualification, MPEC Kuhn-Tucker constraint qualification, and MPEC Abadie constraint qualification.
Keywords:Mathematical program with equilibrium constraints  Necessary optimality conditions  Sufficient optimality conditions  Constraint qualifications
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