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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). |
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A NEW CONSTRAINT QUALIFICATION FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS |
TONG Yi,WU Guo-min,ZHAO Xiao-ke
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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 |