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均衡约束数学规划问题的一种新的约束规格
童毅1, 吴国民2, 赵小科1
1.武汉大学数学与统计学院, 湖北 武汉 430072;2.北京石油化工学院数理系, 北京 102617
摘要:
本文研究了均衡约束数学规划(MPEC)问题.利用其弱稳定点,获得了一种新的约束规格-MPEC的伪正规约束规格.用一种简单的方式,证明了该约束规格是介于MPEC-MFCQ (即MPEC, Mangasarian-Fromowitz约束规格)与MPEC-ACQ (即MPEC, Abadie约束规格)之间的约束规格,因此该约束规格也可以导出MPEC问题的M-稳定点.最后通过两个例子,说明了该约束规格与MPEC-MFCQ以及与MPEC-ACQ之间是严格的强弱关系.
关键词:  约束规格  伪正规  均衡约束数学规划  稳定点
DOI:
分类号:O221.2
基金项目:国家自然科学基金资助(71471140).
A NEW CONSTRAINT QUALIFICATION FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS
TONG Yi1, WU Guo-min2, ZHAO Xiao-ke1
1.School of Mathematics and Statistics, WuHan University, Wuhan 430072, China;2.Department of Mathematics and Physics, Beijing Institute of Petrochemical Technology, Beijing 102617, China
Abstract:
This paper considers mathematical programs with equilibrium constraints (MPEC).A new constraint qualification called MPEC-pseudonormality is proposed by weakly stationary.According to a simple way,we prove that MPEC-pseudonormality is between MPEC Mangasarian-Fromovitz constraint qualification (MPEC-MFCQ) and MPEC Abadies constant qulification (MPEC-ACQ).So MPEC-pseudonormality can also derive M-stationary of MPEC.Finally,we state that the relationships among MPEC-pseudonormality,MPEC-MFCQ and MPEC-ACQ are strict.
Key words:  constraint qualification  pseudonormality  mathematical programs with equilibrium constraints  stationary