Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints |
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| Authors: | Zhi-Quan Luo Jong-Shi Pang Daniel Ralph Shi-Quan Wu |
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| Institution: | (1) Communications Research Laboratory, McMaster University, Room 225, L8S 4K1 Hamilton, Ont, Canada;(2) Department of Mathematical Sciences, The Johns Hopkins University, 21218-2689 Baltimore, MD, USA;(3) Department of Mathematics, The University of Melbourne, 3052 Parkville, Vic., Australia;(4) Institute of Applied Mathematics, Academia Sinica, Beijing, People's Republic of China |
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| Abstract: | Using the theory of exact penalization for mathematical programs with subanalytic constraints, the theory of error bounds
for quadratic inequality systems, and the theory of parametric normal equations, we derive various exact penalty functions
for mathematical programs subject to equilibrium constraints, and we also characterize stationary points of these programs.
The research of this author is based on work supported by the National Sciences and Engineering Research Council of Canada
under grant OPG0090391.
The research of this author is based on work supported by the National Science Foundation under grants DDM-9104078 and CCR-9213739.
Part of this paper was completed while he was visiting The University of Melbourne and The University of New South Wales.
The research of this author is based on work supported by the Australian Research Council. |
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| Keywords: | Hierarchical programs Equilibrium programs Exact penalty functions Error bounds Analytic functions Optimality conditions Normal equations |
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