An exhaustive discussion of constraint qualifications (CQ) and stationarity concepts for mathematical programs with equilibrium constraints (MPEC) is presented. It is demonstrated that all but the weakest CQ, Guignard CQ, are too strong for a discussion of MPECs. Therefore, MPEC variants of all the standard CQs are introduced and investigated. A strongly stationary point (which is simply a KKT-point) is seen to be a necessary first order optimality condition only under the strongest CQs, MPEC-LICQ, MPEC-SMFCQ and Guignard CQ. Therefore a whole set of KKT-type conditions is investigated. A simple approach is given to acquire A-stationarity to be a necessary first order condition under MPEC-Guiganrd CQ. Finally, a whole chapter is devoted to investigating M-stationary, among the strongest stationarity concepts, second only to strong stationarity. It is shown to be a necessary first order condition under MPEC-Guignard CQ, the weakest known CQ for MPECs.
| Identifer | oai:union.ndltd.org:uni-wuerzburg.de/oai:opus.bibliothek.uni-wuerzburg.de:1068 |
| Date | January 2005 |
| Creators | Flegel, Michael L. |
| Source Sets | University of Würzburg |
| Language | English |
| Detected Language | English |
| Type | doctoralthesis, doc-type:doctoralThesis |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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